APA (7th ed.) Citation

Cheong, C. W., Lee, M. C., Nadira Mohamed Isa, & Poo, K. H. (2017). The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500. Penerbit Universiti Kebangsaan Malaysia.

Chicago Style (17th ed.) Citation

Cheong, Chin Wen, Min Cherng Lee, Nadira Mohamed Isa, and Kuan Hong Poo. The HARX-GJR-GARCH Skewed-t Multipower Realized volatility Modelling for S&P 500. Penerbit Universiti Kebangsaan Malaysia, 2017.

MLA (8th ed.) Citation

Cheong, Chin Wen, et al. The HARX-GJR-GARCH Skewed-t Multipower Realized volatility Modelling for S&P 500. Penerbit Universiti Kebangsaan Malaysia, 2017.