APA (7th ed.) Citation

Choo, W. C., Ahmad, M. I., & Abdullah, M. Y. (1999). Performance of GARCH models in forecasting stock market volatility. John Wiley and Sons.

Chicago Style (17th ed.) Citation

Choo, Wei Chong, Muhammad Idrees Ahmad, and Mat Yusoff Abdullah. Performance of GARCH Models in Forecasting Stock Market Volatility. John Wiley and Sons, 1999.

MLA (9th ed.) Citation

Choo, Wei Chong, et al. Performance of GARCH Models in Forecasting Stock Market Volatility. John Wiley and Sons, 1999.