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