Information Journal Paper
APA:
CopyBOLLERSLEV, T., & WOOLDRIDGE, J.M.. (1992). QUASI-MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE IN DYNAMIC MODELS WITH TIME-VARYING COVARIANCES. ECONOMETRIC REVIEWS, 11(2), 143-172. SID. https://sid.ir/paper/603399/en
Vancouver:
CopyBOLLERSLEV T., WOOLDRIDGE J.M.. QUASI-MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE IN DYNAMIC MODELS WITH TIME-VARYING COVARIANCES. ECONOMETRIC REVIEWS[Internet]. 1992;11(2):143-172. Available from: https://sid.ir/paper/603399/en
IEEE:
CopyT. BOLLERSLEV, and J.M. WOOLDRIDGE, “QUASI-MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE IN DYNAMIC MODELS WITH TIME-VARYING COVARIANCES,” ECONOMETRIC REVIEWS, vol. 11, no. 2, pp. 143–172, 1992, [Online]. Available: https://sid.ir/paper/603399/en