Mtemeri, T., & Guo, R. (2014). Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction. Department of Mathematics and Applied Mathematics.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Mtemeri, Tinotenda, and Renkuan Guo. Modelling of Volatility of Stock Prices Using GARCH Models & Its Importance in Portfolio Construction. Department of Mathematics and Applied Mathematics, 2014.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Mtemeri, Tinotenda, and Renkuan Guo. Modelling of Volatility of Stock Prices Using GARCH Models & Its Importance in Portfolio Construction. Department of Mathematics and Applied Mathematics, 2014.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.