APA (7th ed.) Citation

Conrad, C., Karanasos, M., & Zeng, N. (2011). Multivariate fractionally integrated APARCH modelling of stock market volatility: A multi-country study. Journal of empirical finance, 18(1), . https://doi.org/10.1016/j.jempfin.2010.05.001

Chicago Style (17th ed.) Citation

Conrad, Christian, Menelaos Karanasos, and Ning Zeng. "Multivariate Fractionally Integrated APARCH Modelling of Stock Market Volatility: A Multi-country Study." Journal of Empirical Finance 18, no. 1 (2011). https://doi.org/10.1016/j.jempfin.2010.05.001.

MLA (9th ed.) Citation

Conrad, Christian, et al. "Multivariate Fractionally Integrated APARCH Modelling of Stock Market Volatility: A Multi-country Study." Journal of Empirical Finance, vol. 18, no. 1, 2011, https://doi.org/10.1016/j.jempfin.2010.05.001.