APA (7th ed.) Citation

Chang, T. (1995). An Application of Autoregressive Conditional Heteroskedasticity (Arch) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays. DigitalCommons@USU.

Chicago Style (17th ed.) Citation

Chang, Tsangyao. An Application of Autoregressive Conditional Heteroskedasticity (Arch) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays. DigitalCommons@USU, 1995.

MLA (8th ed.) Citation

Chang, Tsangyao. An Application of Autoregressive Conditional Heteroskedasticity (Arch) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays. DigitalCommons@USU, 1995.

Warning: These citations may not always be 100% accurate.