Conrad, C., & Karanasos, M. (2015). On the transmission of memory in GARCH-in-mean models. Journal of time series analysis, 36(5), . https://doi.org/10.1111/jtsa.12119
Chicago Style (17th ed.) CitationConrad, Christian, and Menelaos Karanasos. "On the Transmission of Memory in GARCH-in-mean Models." Journal of Time Series Analysis 36, no. 5 (2015). https://doi.org/10.1111/jtsa.12119.
MLA (9th ed.) CitationConrad, Christian, and Menelaos Karanasos. "On the Transmission of Memory in GARCH-in-mean Models." Journal of Time Series Analysis, vol. 36, no. 5, 2015, https://doi.org/10.1111/jtsa.12119.
Warning: These citations may not always be 100% accurate.