APA (7th ed.) Citation

Zhou, Z. (2013). Modelling volatilities of financial time series using the GARCH (1, 1) model.

Chicago Style (17th ed.) Citation

Zhou, Ze. Modelling Volatilities of Financial Time Series Using The GARCH (1, 1) Model. 2013.

MLA (9th ed.) Citation

Zhou, Ze. Modelling Volatilities of Financial Time Series Using The GARCH (1, 1) Model. 2013.

Warning: These citations may not always be 100% accurate.