APA引文

Choo, W. C. (1998). Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility.

Chicago Style (17th ed.) Citation

Choo, Wei Chong. Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility. 1998.

MLA引文

Choo, Wei Chong. Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility. 1998.

警告：这些引文格式不一定是100％准确.