Amado, C., & Teräsvirta, T. (2017). Specification and testing of multiplicative time-varying GARCH models with applications.
Chicago Style (17th ed.) CitationAmado, Cristina, and Timo Teräsvirta. Specification and Testing of Multiplicative Time-varying GARCH Models with Applications. 2017.
MLA (8th ed.) CitationAmado, Cristina, and Timo Teräsvirta. Specification and Testing of Multiplicative Time-varying GARCH Models with Applications. 2017.
Warning: These citations may not always be 100% accurate.