Silva, L., & Maciel, L. (2025, September). Cryptocurrency price returns volatility modeling and forecasting with GARCH models. RAUSP Management Journal.
Chicago Style (17th ed.) CitationSilva, Lukas, and Leandro Maciel. "Cryptocurrency Price Returns Volatility Modeling and Forecasting with GARCH Models." RAUSP Management Journal Sep. 2025.
MLA引文Silva, Lukas, and Leandro Maciel. "Cryptocurrency Price Returns Volatility Modeling and Forecasting with GARCH Models." RAUSP Management Journal, Sep. 2025.
警告:這些引文格式不一定是100%准確.
