APA (7th ed.) Citation

CHANG, L. (2020). The Application of GARCH-VaR models in Chinese Commercial Banks for the Foreign Exchange Rate Risks Management.

Chicago Style (17th ed.) Citation

CHANG, L. The Application of GARCH-VaR Models in Chinese Commercial Banks for the Foreign Exchange Rate Risks Management. 2020.

MLA (9th ed.) Citation

CHANG, L. The Application of GARCH-VaR Models in Chinese Commercial Banks for the Foreign Exchange Rate Risks Management. 2020.

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