APA (7th ed.) Citation

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 (8th ed.) Citation

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

Warning: These citations may not always be 100% accurate.