Style de citation APA (7e éd.)

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

Style de citation Chicago (17e éd.)

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

Style de citation MLA (9e éd.)

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

Attention : ces citations peuvent ne pas être correctes à 100%.