APA (7th ed.) Citation
Chocholatá, M. Volatility of Corn Futures with Markov Regime Switching GARCH Model.
Chicago Style (17th ed.) Citation
Chocholatá, Michaela. Volatility of Corn Futures with Markov Regime Switching GARCH Model.
MLA (9th ed.) Citation
Chocholatá, Michaela. Volatility of Corn Futures with Markov Regime Switching GARCH Model.
Warning: These citations may not always be 100% accurate.