APA (7th ed.) Citation

Kyaw Swar, L. (2020). Modelling and Forecasting Volatility of Equity Market Indices And Gold Using Univariate GARCH Models: Evidence from Singapore.

Chicago Style (17th ed.) Citation

Kyaw Swar, Linn. Modelling and Forecasting Volatility of Equity Market Indices And Gold Using Univariate GARCH Models: Evidence from Singapore. 2020.

MLA (9th ed.) Citation

Kyaw Swar, Linn. Modelling and Forecasting Volatility of Equity Market Indices And Gold Using Univariate GARCH Models: Evidence from Singapore. 2020.

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