Maciel, L. (2012). A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance.
Цитирование в стиле Чикаго (17-е изд.)Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
Цитирование MLA (9-е изд.)Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
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