APA (7th ed.) Citation
(2026). Real-time return extensions of realized GARCH models for improved risk management in asset markets. Journal of Asset Management.
Chicago Style (17th ed.) Citation
"Real-time Return Extensions of Realized GARCH Models for Improved Risk Management in Asset Markets." Journal of Asset Management 2026.
MLA (9th ed.) Citation
"Real-time Return Extensions of Realized GARCH Models for Improved Risk Management in Asset Markets." Journal of Asset Management, 2026.
Warning: These citations may not always be 100% accurate.