APA (7th ed.) Citation

Xenofontos, A. (2014). Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: An Empirical Evidence of Argentina.

Chicago Style (17th ed.) Citation

Xenofontos, Andreas. Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: An Empirical Evidence of Argentina. 2014.

MLA (9th ed.) Citation

Xenofontos, Andreas. Modelling and Forecasting Volatility of Stock Index Return Using GARCH Models: An Empirical Evidence of Argentina. 2014.

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