Cita APA

Chen, J., Kobayashi, M., & McAleer, M. (2016). Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models.

Citación estilo Chicago

Chen, Jinghui, Masahito Kobayashi, y Michael McAleer. Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models. 2016.

Cita MLA

Chen, Jinghui, Masahito Kobayashi, y Michael McAleer. Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models. 2016.