Maciel, L. (2012). A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance.
Chicago Style (17th ed.) CitationMaciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
MLA引文Maciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
警告:這些引文格式不一定是100%准確.