El Din, T. M. (1997). The ARCH effect: A model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns.
Chicago Style (17th ed.) CitationEl Din, Tarek Mohy. The ARCH Effect: A Model of Gradual Anticipation for Autoregressive Conditional Heteroskedasticity in Asset Returns. 1997.
MLA (9th ed.) CitationEl Din, Tarek Mohy. The ARCH Effect: A Model of Gradual Anticipation for Autoregressive Conditional Heteroskedasticity in Asset Returns. 1997.
Warning: These citations may not always be 100% accurate.