Information Journal Paper
APA:
CopySHIUYAN, PONG. (2004). FORECASTING CURRENCY VOLATILITY: A COMPARISON OF IMPLIED VOLATILITIES AND AR(FI)MA MODELS. JOURNAL OF BANKING AND FINANCE, 28(10), 2541-2563. SID. https://sid.ir/paper/566998/en
Vancouver:
CopySHIUYAN PONG. FORECASTING CURRENCY VOLATILITY: A COMPARISON OF IMPLIED VOLATILITIES AND AR(FI)MA MODELS. JOURNAL OF BANKING AND FINANCE[Internet]. 2004;28(10):2541-2563. Available from: https://sid.ir/paper/566998/en
IEEE:
CopyPONG SHIUYAN, “FORECASTING CURRENCY VOLATILITY: A COMPARISON OF IMPLIED VOLATILITIES AND AR(FI)MA MODELS,” JOURNAL OF BANKING AND FINANCE, vol. 28, no. 10, pp. 2541–2563, 2004, [Online]. Available: https://sid.ir/paper/566998/en