Yang, L., Härdle, W., & Nielsen, J. P. (1998). Nonparametric autoregression with multiplicative volatility and additive mean.
Chicago Style (17th ed.) CitationYang, Lijian, Wolfgang Härdle, and Jens Perch Nielsen. Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. Berlin, 1998.
MLA (9th ed.) CitationYang, Lijian, et al. Nonparametric Autoregression with Multiplicative Volatility and Additive Mean. 1998.
Warning: These citations may not always be 100% accurate.