APA (7th ed.) Citation

WANG, M. (2020). Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market.

Chicago Style (17th ed.) Citation

WANG, Meng. Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market. 2020.

MLA (9th ed.) Citation

WANG, Meng. Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market. 2020.

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