Muhammad Asmu’i Abdul Rahim, Siti Meriam Zahari, & S. Sarifah Radiah Shariff. (2018). Variance targeting estimator for GJR-GARCH under model’s misspecification. Penerbit Universiti Kebangsaan Malaysia.
Chicago Style (17th ed.) CitationMuhammad Asmu’i Abdul Rahim, Siti Meriam Zahari, and S. Sarifah Radiah Shariff. Variance Targeting Estimator for GJR-GARCH Under Model’s Misspecification. Penerbit Universiti Kebangsaan Malaysia, 2018.
MLA (8th ed.) CitationMuhammad Asmu’i Abdul Rahim, et al. Variance Targeting Estimator for GJR-GARCH Under Model’s Misspecification. Penerbit Universiti Kebangsaan Malaysia, 2018.
Warning: These citations may not always be 100% accurate.