Information Journal Paper
APA:
CopyMARTENS, M., DIJK, D.V., & DE POOTER, M.. (2003). MODELING AND FORECASTING S&P 500 VOLATILITY:LONG MEMORY, STRUCTURAL BREAKS AND NONLINEARITY. ECONOMETRIC INSTITUTE, -(-), 0-0. SID. https://sid.ir/paper/630112/en
Vancouver:
CopyMARTENS M., DIJK D.V., DE POOTER M.. MODELING AND FORECASTING S&P 500 VOLATILITY:LONG MEMORY, STRUCTURAL BREAKS AND NONLINEARITY. ECONOMETRIC INSTITUTE[Internet]. 2003;-(-):0-0. Available from: https://sid.ir/paper/630112/en
IEEE:
CopyM. MARTENS, D.V. DIJK, and M. DE POOTER, “MODELING AND FORECASTING S&P 500 VOLATILITY:LONG MEMORY, STRUCTURAL BREAKS AND NONLINEARITY,” ECONOMETRIC INSTITUTE, vol. -, no. -, pp. 0–0, 2003, [Online]. Available: https://sid.ir/paper/630112/en