Maciel, L. (2012). A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance.
Citazione stile Chigago Style (17a edizione)Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
Citatione MLA (9a ed.)Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.