APA (7. basım) Alıntı

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

Chicago Style (17. basım) Atıf

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 (8th ed.) Atıf

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