Francq, C., & Zakoian, J. (2019). GARCH models: Structure, statistical inference and financial applications (2nd ed.). Wiley.
Chicago Edition CitationFrancq, Christian, and Jean-Michel Zakoian. GARCH Models: Structure, Statistical Inference and Financial Applications. 2nd ed. New Jersey: Wiley, 2019.
MLA Edition CitationFrancq, Christian, and Jean-Michel Zakoian. GARCH Models: Structure, Statistical Inference and Financial Applications. 2nd ed. Wiley, 2019.
Warning: These citations may not always be 100% accurate.