APA (7th ed.) Citation

Ismail, M. T., Audu, B., & Tumala, M. M. (2016). Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets. Elsevier.

Chicago Style (17th ed.) Citation

Ismail, Mohd Tahir, Buba Audu, and Mohammed Musa Tumala. Volatility Forecasting with the Wavelet Transformation Algorithm GARCH Model: Evidence from African Stock Markets. Elsevier, 2016.

MLA (9th ed.) Citation

Ismail, Mohd Tahir, et al. Volatility Forecasting with the Wavelet Transformation Algorithm GARCH Model: Evidence from African Stock Markets. Elsevier, 2016.

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