APA (7th ed.) Citation

Zhang, J. (2019). Modelling and Forecasting Volatility by GARCH models: The Empirical Evidence of China’s Stock Markets.

Chicago Style (17th ed.) Citation

Zhang, Jiahao. Modelling and Forecasting Volatility by GARCH Models: The Empirical Evidence of China’s Stock Markets. 2019.

MLA (9th ed.) Citation

Zhang, Jiahao. Modelling and Forecasting Volatility by GARCH Models: The Empirical Evidence of China’s Stock Markets. 2019.

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