Francq, C., & Zakoian, J. (2019). GARCH models: Structure, statistical inference and financial applications (Second edition.). John Wiley & Sons.
Chicago Style (17th ed.) CitationFrancq, Christian, and Jean-Michel Zakoian. GARCH Models: Structure, Statistical Inference and Financial Applications. Second edition. Hoboken, NJ: John Wiley & Sons, 2019.
MLA (8th ed.) CitationFrancq, Christian, and Jean-Michel Zakoian. GARCH Models: Structure, Statistical Inference and Financial Applications. Second edition. John Wiley & Sons, 2019.
Warning: These citations may not always be 100% accurate.