APA (7th ed.) Citation

Pasaribu, A. A., & Kurnia, A. MODEL APPROACH OF AGGREGATE RETURN VOLATILITY: GARCH(1,1)-COPULA VS GARCH(1,1)-BIVARIATE NORMAL. Universitas Pattimura.

Chicago Style (17th ed.) Citation

Pasaribu, Asysta Amalia, and Anang Kurnia. MODEL APPROACH OF AGGREGATE RETURN VOLATILITY: GARCH(1,1)-COPULA VS GARCH(1,1)-BIVARIATE NORMAL. Universitas Pattimura.

MLA (9th ed.) Citation

Pasaribu, Asysta Amalia, and Anang Kurnia. MODEL APPROACH OF AGGREGATE RETURN VOLATILITY: GARCH(1,1)-COPULA VS GARCH(1,1)-BIVARIATE NORMAL. Universitas Pattimura.