APA (7th ed.) Citation

Chai, S., Zhang, Z., Du, M., & Jiang, L. Volatility Similarity and Spillover Effects in G20 Stock Market Comovements: An ICA-Based ARMA-APARCH-M Approach. Wiley.

Chicago Style (17th ed.) Citation

Chai, Shanglei, Zhen Zhang, Mo Du, and Lei Jiang. Volatility Similarity and Spillover Effects in G20 Stock Market Comovements: An ICA-Based ARMA-APARCH-M Approach. Wiley.

MLA (9th ed.) Citation

Chai, Shanglei, et al. Volatility Similarity and Spillover Effects in G20 Stock Market Comovements: An ICA-Based ARMA-APARCH-M Approach. Wiley.