APA-Zitierstil (7. Ausg.)

Ardia, D. (2008). Financial risk management with Bayesian estimation of GARCH models: Theory and applications. Springer. https://doi.org/10.1007/978-3-540-78657-3

Chicago-Zitierstil (17. Ausg.)

Ardia, David. Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Berlin [u.a.]: Springer, 2008. https://doi.org/10.1007/978-3-540-78657-3.

MLA-Zitierstil (9. Ausg.)

Ardia, David. Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Springer, 2008. https://doi.org/10.1007/978-3-540-78657-3.