Siti Roslindar, Y., & Roslinazairimah, Z. (2018). Multistep forecasting for highly volatile data using new algorithm of Box-Jenkins and GARCH.
Chicago Style (17th ed.) CitationSiti Roslindar, Yaziz, and Zakaria Roslinazairimah. Multistep Forecasting for Highly Volatile Data Using New Algorithm of Box-Jenkins and GARCH. 2018.
MLA (8th ed.) CitationSiti Roslindar, Yaziz, and Zakaria Roslinazairimah. Multistep Forecasting for Highly Volatile Data Using New Algorithm of Box-Jenkins and GARCH. 2018.
Warning: These citations may not always be 100% accurate.