APA (7th ed.) Citation

Harmon, R. (1988). The simultaneous equations model with generalized autoregressive conditional heteroskedasticity: The SEM-GARCH model. Board of Governors of the Federal Reserve System.

Chicago Style (17th ed.) Citation

Harmon, Richard. The Simultaneous Equations Model with Generalized Autoregressive Conditional Heteroskedasticity: The SEM-GARCH Model. Washington, DC: Board of Governors of the Federal Reserve System, 1988.

MLA (9th ed.) Citation

Harmon, Richard. The Simultaneous Equations Model with Generalized Autoregressive Conditional Heteroskedasticity: The SEM-GARCH Model. Board of Governors of the Federal Reserve System, 1988.