APA (7th ed.) Citation

Conrad, C., Karanasos, M., & Zeng, N. (2011). Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study. Journal of empirical finance, 18(1), .

Chicago Style (17th ed.) Citation

Conrad, Christian, Menelaos Karanasos, and Ning Zeng. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-country Study." Journal of Empirical Finance 18, no. 1 (2011).

MLA (9th ed.) Citation

Conrad, Christian, et al. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-country Study." Journal of Empirical Finance, vol. 18, no. 1, 2011.