Siti Roslindar, Y. (2019). Modified Box-Jenkins and GARCH for forecasting highly volatile time series data.
Chicago Style (17th ed.) CitationSiti Roslindar, Yaziz. Modified Box-Jenkins and GARCH for Forecasting Highly Volatile Time Series Data. 2019.
MLA引文Siti Roslindar, Yaziz. Modified Box-Jenkins and GARCH for Forecasting Highly Volatile Time Series Data. 2019.
警告:這些引文格式不一定是100%准確.