Conrad, C., & Karanasos, M. (2006). The impulse response function of the long memory GARCH process. Economics letters, 90(1), . https://doi.org/10.1016/j.econlet.2005.07.001
Chicago Style (17th ed.) CitationConrad, Christian, and Menelaos Karanasos. "The Impulse Response Function of the Long Memory GARCH Process." Economics Letters 90, no. 1 (2006). https://doi.org/10.1016/j.econlet.2005.07.001.
MLA (9th ed.) CitationConrad, Christian, and Menelaos Karanasos. "The Impulse Response Function of the Long Memory GARCH Process." Economics Letters, vol. 90, no. 1, 2006, https://doi.org/10.1016/j.econlet.2005.07.001.
Warning: These citations may not always be 100% accurate.