Maciel, L. (2012). A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance.
Chicago-Zitierstil (17. Ausg.)Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
MLA-Zitierstil (9. Ausg.)Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.