Mazviona, B. W., & Clark, A. (2015). Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution. Department of Statistical Sciences.
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Chicago Style (17th ed.) Citation
Mazviona, Batsirai Winmore, and Allan Clark. Volatility Forecasting Using Double-Markov Switching GARCH Models Under Skewed Student-t Distribution. Department of Statistical Sciences, 2015.
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MLA (9th ed.) Citation
Mazviona, Batsirai Winmore, and Allan Clark. Volatility Forecasting Using Double-Markov Switching GARCH Models Under Skewed Student-t Distribution. Department of Statistical Sciences, 2015.
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Warning: These citations may not always be 100% accurate.