Costa, F. J. M. (2017). Forecasting volatility using GARCH models.
Chicago Style (17th ed.) CitationCosta, Francisco João Matos. Forecasting Volatility Using GARCH Models. 2017.
MLA (8th ed.) CitationCosta, Francisco João Matos. Forecasting Volatility Using GARCH Models. 2017.
Warning: These citations may not always be 100% accurate.