Mare, E. (2022). Time-varying volatility models and indices: A GARCH option pricing approach. University of Pretoria.
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Chicago Style (17th ed.) Citation
Mare, Eben. Time-varying Volatility Models and Indices: A GARCH Option Pricing Approach. University of Pretoria, 2022.
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MLA (9th ed.) Citation
Mare, Eben. Time-varying Volatility Models and Indices: A GARCH Option Pricing Approach. University of Pretoria, 2022.
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Warning: These citations may not always be 100% accurate.