APA-viite (7. p.)

Mohy El Din, T. (1997). The ARCH effect: A model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns. s.n.].

Chicago-viite (17. p.)

Mohy El Din, Tarek. The ARCH Effect: A Model of Gradual Anticipation for Autoregressive Conditional Heteroskedasticity in Asset Returns. [S.l.: s.n.], 1997.

MLA-viite (8. p.)

Mohy El Din, Tarek. The ARCH Effect: A Model of Gradual Anticipation for Autoregressive Conditional Heteroskedasticity in Asset Returns. s.n.], 1997.