Information Journal Paper
APA:
CopyMARCUCCI, J.. (2005). FORECASTING STOCK MARKET VOLATILITY WITH REGIME- SWITCHING GARCH MODELS. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 9(4), 0-0. SID. https://sid.ir/paper/628380/en
Vancouver:
CopyMARCUCCI J.. FORECASTING STOCK MARKET VOLATILITY WITH REGIME- SWITCHING GARCH MODELS. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS[Internet]. 2005;9(4):0-0. Available from: https://sid.ir/paper/628380/en
IEEE:
CopyJ. MARCUCCI, “FORECASTING STOCK MARKET VOLATILITY WITH REGIME- SWITCHING GARCH MODELS,” STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, vol. 9, no. 4, pp. 0–0, 2005, [Online]. Available: https://sid.ir/paper/628380/en