Shephard, N. (1994). Local Scale Models: State Space Alternative to Integrated GARCH Processes.
Chicago Style (17th ed.) CitationShephard, N. Local Scale Models: State Space Alternative to Integrated GARCH Processes. 1994.
MLA (9th ed.) CitationShephard, N. Local Scale Models: State Space Alternative to Integrated GARCH Processes. 1994.
Warning: These citations may not always be 100% accurate.