Ma, J., Liu, J., & Sriboonchitta, S. (2018). VaR and tail dependence between the US and Asian stock exchange indices - An EGARCH-copula approach.
استشهاد بنمط شيكاغوMa, Ji, Jiangxu Liu, و Songsak Sriboonchitta. VaR and Tail Dependence between the US and Asian Stock Exchange Indices - An EGARCH-copula Approach. 2018.
MLA استشهادMa, Ji, Jiangxu Liu, و Songsak Sriboonchitta. VaR and Tail Dependence between the US and Asian Stock Exchange Indices - An EGARCH-copula Approach. 2018.
تحذير: قد لا تكون هذه الاستشهادات دائما دقيقة بنسبة 100%.