APA (7th ed.) Citation

Iuga, I. C., Nerișanu, R., & Dragolea, L. Volatility and spillover analysis between cryptocurrencies and financial indices: A diagonal BEKK and DCC GARCH model approach in support of SDGs. Taylor & Francis Group.

Chicago Style (17th ed.) Citation

Iuga, Iulia Cristina, Raluca-Andreea Nerișanu, and Larisa-Loredana Dragolea. Volatility and Spillover Analysis Between Cryptocurrencies and Financial Indices: A Diagonal BEKK and DCC GARCH Model Approach in Support of SDGs. Taylor & Francis Group.

MLA (9th ed.) Citation

Iuga, Iulia Cristina, et al. Volatility and Spillover Analysis Between Cryptocurrencies and Financial Indices: A Diagonal BEKK and DCC GARCH Model Approach in Support of SDGs. Taylor & Francis Group.