Cai, Y., & Li, G. (2019). A quantile function approach to the distribution of financial returns following TGARCH models. Statistical Modelling, p. 1471082X1987637. doi:10.1177/1471082x19876371
Chicago Style CitationCai, Yuzhi, and Guodong Li. "A Quantile Function Approach to the Distribution of Financial Returns Following TGARCH Models." Statistical Modelling 2019: 1471082X1987637.
MLA CitationCai, Yuzhi, and Guodong Li. "A Quantile Function Approach to the Distribution of Financial Returns Following TGARCH Models." Statistical Modelling 2019: 1471082X1987637.
Warning: These citations may not always be 100% accurate.