Engle, R. F., & Rosenberg, J. (1994). Hedging options in a garch environment: Testing the term structure of stochastic volatility models.
Chicago Style (17th ed.) CitationEngle, Robert F., and Joshua Rosenberg. Hedging Options in a Garch Environment: Testing the Term Structure of Stochastic Volatility Models. Cambridge, Mass, 1994.
MLA (9th ed.) CitationEngle, Robert F., and Joshua Rosenberg. Hedging Options in a Garch Environment: Testing the Term Structure of Stochastic Volatility Models. 1994.
Warning: These citations may not always be 100% accurate.