Gong, X., Sriboonchitta, S., & Liu, J. (2018). The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model.
Chicago Style CitationGong, Xue, Songsak Sriboonchitta, and Jianxu Liu. The Economic Evaluation of Volatility Timing On Commodity Futures Using Periodic GARCH-Copula Model. 2018.
MLA引文Gong, Xue, Songsak Sriboonchitta, and Jianxu Liu. The Economic Evaluation of Volatility Timing On Commodity Futures Using Periodic GARCH-Copula Model. 2018.
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