Cita APA (7a ed.)
Chocholatá, M. Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach.
Cita Chicago Style (17a ed.)
Chocholatá, Michaela. Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach.
Cita MLA (9a ed.)
Chocholatá, Michaela. Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach.
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