Mapa, C. D. S. (2004). The generalized auto regressive conditional heteroskedasticity Parkinson range ( Garch-Park-R): Model for forecasting financial volatility.
Chicago Style (17th ed.) CitationMapa, Claire Dennis S. The Generalized Auto Regressive Conditional Heteroskedasticity Parkinson Range ( Garch-Park-R): Model for Forecasting Financial Volatility. 2004.
MLA (9th ed.) CitationMapa, Claire Dennis S. The Generalized Auto Regressive Conditional Heteroskedasticity Parkinson Range ( Garch-Park-R): Model for Forecasting Financial Volatility. 2004.
Warning: These citations may not always be 100% accurate.