Maciel, L. (2012). A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance.
Chicago Style (17th ed.) CitationMaciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
MLA (8th ed.) CitationMaciel, Leandro. A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. Brazilian Society of Finance, 2012.
Warning: These citations may not always be 100% accurate.