Cite
Modelling inflation dynamics: a Bayesian comparison between GARCH and stochastic volatility.
MLA
Le, Hai. “Modelling Inflation Dynamics: A Bayesian Comparison between GARCH and Stochastic Volatility.” Economic Research-Ekonomska Istrazivanja, vol. 36, no. 1, Dec. 2023, pp. 2112–36. EBSCOhost, https://doi.org/10.1080/1331677X.2022.2096093.
APA
Le, H. (2023). Modelling inflation dynamics: a Bayesian comparison between GARCH and stochastic volatility. Economic Research-Ekonomska Istrazivanja, 36(1), 2112–2136. https://doi.org/10.1080/1331677X.2022.2096093
Chicago
Le, Hai. 2023. “Modelling Inflation Dynamics: A Bayesian Comparison between GARCH and Stochastic Volatility.” Economic Research-Ekonomska Istrazivanja 36 (1): 2112–36. doi:10.1080/1331677X.2022.2096093.