APA引文

Alfreedi, A. A. Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models: An application in GCC stock market.

Chicago Style (17th ed.) Citation

Alfreedi, Ajab Abdullah. Asymmetry, Heavy-tailedness, and Structural Breaks in Garch Class of Volatility Models: An Application in GCC Stock Market.

MLA引文

Alfreedi, Ajab Abdullah. Asymmetry, Heavy-tailedness, and Structural Breaks in Garch Class of Volatility Models: An Application in GCC Stock Market.

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