APA (7th ed.) Citation

Chen, W. Y., & Gerlach, R. H. (2019). Semiparametric GARCH via Bayesian Model Averaging. Journal of Business & Economic Statistics, 39, 437-452. https://doi.org/10.6084/m9.figshare.9879872.v1

Chicago Style (17th ed.) Citation

Chen, Wilson Ye, and Richard H. Gerlach. "Semiparametric GARCH via Bayesian Model Averaging." Journal of Business & Economic Statistics 39 (2019): 437-452. https://doi.org/10.6084/m9.figshare.9879872.v1.

MLA (9th ed.) Citation

Chen, Wilson Ye, and Richard H. Gerlach. "Semiparametric GARCH via Bayesian Model Averaging." Journal of Business & Economic Statistics, vol. 39, 2019, pp. 437-452, https://doi.org/10.6084/m9.figshare.9879872.v1.