APA (7th ed.) Citation

Shi, F. (2019). Learn about the generalized autoregressive conditional heteroskedasticity (GARCH) model in R with data from the DJIA 30 stock time series (2018). SAGE Publications Ltd..

Chicago Style (17th ed.) Citation

Shi, Feng. Learn About the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model in R with Data from the DJIA 30 Stock Time Series (2018). London: SAGE Publications Ltd., 2019.

MLA (9th ed.) Citation

Shi, Feng. Learn About the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model in R with Data from the DJIA 30 Stock Time Series (2018). SAGE Publications Ltd., 2019.

Warning: These citations may not always be 100% accurate.