Cite
Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets
MLA
Mohd Tahir Ismail, et al. “Comparison of Forecasting Performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) Models: Evidence from African Stock Markets.” Journal of Finance and Data Science, vol. 2, no. 4, Dec. 2016, pp. 254–64. EBSCOhost, https://doi.org/10.1016/j.jfds.2017.03.001.
APA
Mohd Tahir Ismail, Buba Audu, & Mohammed Musa Tumala. (2016). Comparison of forecasting performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) models: Evidence from African stock markets. Journal of Finance and Data Science, 2(4), 254–264. https://doi.org/10.1016/j.jfds.2017.03.001
Chicago
Mohd Tahir Ismail, Buba Audu, and Mohammed Musa Tumala. 2016. “Comparison of Forecasting Performance between MODWT-GARCH(1,1) and MODWT-EGARCH(1,1) Models: Evidence from African Stock Markets.” Journal of Finance and Data Science 2 (4): 254–64. doi:10.1016/j.jfds.2017.03.001.