Cita APA

García García, F., Guijarro, F., Moya Clemente, I., & Oliver-Muncharaz, J. (2012). Estimating returns and condicional volatility: A comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network.

Citación estilo Chicago

García García, Fernando|||0000-0001-6364-520X, Francisco|||0000-0002-8803-5165 Guijarro, Ismael|||0000-0002-1219-1890 Moya Clemente, y Javier|||0000-0001-5317-6489 Oliver-Muncharaz. Estimating Returns and Condicional Volatility: A Comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network. 2012.

Cita MLA

García García, Fernando|||0000-0001-6364-520X, Francisco|||0000-0002-8803-5165 Guijarro, Ismael|||0000-0002-1219-1890 Moya Clemente, y Javier|||0000-0001-5317-6489 Oliver-Muncharaz. Estimating Returns and Condicional Volatility: A Comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network. 2012.

Precaución: Estas citas no son 100% exactas.