Gaya APA

CHUNG, S. (2008). The out of sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH model . Korea: Hanyang Economic Research Institute.

Gaya MLA

CHUNG, Sang-Kuck. "The out of sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH model". Korea: Hanyang Economic Research Institute, 2008. Artikel.