APA ציטוט
Ardia, D. (2008). Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-78657-3
Chicago Style (17th ed.) Citation
Ardia, David. Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. https://doi.org/10.1007/978-3-540-78657-3.
ציטוט MLA
Ardia, David. Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Springer Berlin Heidelberg, 2008. https://doi.org/10.1007/978-3-540-78657-3.
אזהרה: ציטוטים אלה לעיתים לא מדויקים ב 100%.