Information Journal Paper
APA:
CopyDAOUK, H., & GUO, Q.. (2004). SWITCHING ASYMMETRIC GARCH AND OPTIONS ON A VOLATILITY INDEX. JOURNAL OF FUTURES MARKETS, 24(3), 251-282. SID. https://sid.ir/paper/608677/en
Vancouver:
CopyDAOUK H., GUO Q.. SWITCHING ASYMMETRIC GARCH AND OPTIONS ON A VOLATILITY INDEX. JOURNAL OF FUTURES MARKETS[Internet]. 2004;24(3):251-282. Available from: https://sid.ir/paper/608677/en
IEEE:
CopyH. DAOUK, and Q. GUO, “SWITCHING ASYMMETRIC GARCH AND OPTIONS ON A VOLATILITY INDEX,” JOURNAL OF FUTURES MARKETS, vol. 24, no. 3, pp. 251–282, 2004, [Online]. Available: https://sid.ir/paper/608677/en