Penggayaan APA
CHUNG, Sang-Kuck. (2008).
The out of sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH model .
Korea:
Hanyang Economic Research Institute.
Chicago Style
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.
MLA Style
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.
Turabian Style
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.