APA (7th ed.) Citation

Shephard, N., & Sheppard, K. (2009). Nuisance parameters, composite likelihoods and a panel of GARCH models. University of Oxford.

Chicago Style (17th ed.) Citation

Shephard, N., and K. Sheppard. Nuisance Parameters, Composite Likelihoods and a Panel of GARCH Models. University of Oxford, 2009.

MLA (9th ed.) Citation

Shephard, N., and K. Sheppard. Nuisance Parameters, Composite Likelihoods and a Panel of GARCH Models. University of Oxford, 2009.

Warning: These citations may not always be 100% accurate.