L. KANTAR, "ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models," In Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics , Gewerbestrasse: Springer, 2021, pp.287-300.
KANTAR, L. ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models. 2021. In Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics , Springer, Gewerbestrasse, 287-300.
KANTAR, L., (2021). ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models. Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics (pp.287-300), Gewerbestrasse: Springer.
KANTAR, LOKMAN. "ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models." In Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics , 287-300. Gewerbestrasse: Springer, 2021
KANTAR, LOKMAN. "ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models." Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics , Springer, 2021, pp.287-300.
KANTAR, L. (2021) "ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models", Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics . Gewerbestrasse: Springer.
@bookchapter{bookchapter, author ={LOKMAN KANTAR}, chaptertitle={ARCH Models and an Application on Exchange Rate Volatility: ARCH and GARCH Models}, booktitle={ Handbook of Research on Emerging Theories, Models and Applications of Financial Econometrics}, publisher={Springer}, city={Gewerbestrasse},year={2021} }