Islam, M. A. (2013). Modeling univariate volatility of stock returns using stochastic GARCH models: Evidence from 4-Asian markets. INSI Publications.
Chicago Style (17th ed.) CitationIslam, Mohd Aminul. Modeling Univariate Volatility of Stock Returns Using Stochastic GARCH Models: Evidence from 4-Asian Markets. INSI Publications, 2013.
MLA (8th ed.) CitationIslam, Mohd Aminul. Modeling Univariate Volatility of Stock Returns Using Stochastic GARCH Models: Evidence from 4-Asian Markets. INSI Publications, 2013.
Warning: These citations may not always be 100% accurate.