Citace podle ČSN ISO 690

He, Changli. Moments and the autocorrelation structure of the exponential GARCH (p,q) process. Stockholm: Stockholm School of Economics, 2000. 39 s.

Citace podle APA

He, C. (2000). Moments and the autocorrelation structure of the exponential GARCH (p,q) process. Stockholm: Stockholm School of Economics.

Styl Chicago

He, Changli. Moments and the Autocorrelation Structure of the Exponential GARCH (p,q) Process. Stockholm: Stockholm School of Economics, 2000.

Citace podle MLA

He, Changli. Moments and the Autocorrelation Structure of the Exponential GARCH (p,q) Process. Stockholm: Stockholm School of Economics, 2000.

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