Cite
Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach
MLA
Nathaniel Howard, and Carl H. Korkpoe. “Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach.” Emerging Markets Journal, vol. 9, no. 1, Aug. 2019, pp. 69–79. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsair&AN=edsair.doi.dedup.....9502f7a67edf7ee132c68c1177239fb8&authtype=sso&custid=ns315887.
APA
Nathaniel Howard, & Carl H. Korkpoe. (2019). Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach. Emerging Markets Journal, 9(1), 69–79.
Chicago
Nathaniel Howard, and Carl H. Korkpoe. 2019. “Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach.” Emerging Markets Journal 9 (1): 69–79. http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsair&AN=edsair.doi.dedup.....9502f7a67edf7ee132c68c1177239fb8&authtype=sso&custid=ns315887.