APA-referens (7:e uppl.)
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-referens (17:e uppl.)
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.
MLA-referens (9:e uppl.)
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.
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