Sukono, S., Subanar, S., & Rosadi, D. (2009). MEAN-VaR. PORTOFOLIO OPTIMIZATION UNDER CAPM WITH LAGGED, NON CONSTANT VOLATILTY AND THE LONG MEMORY EFFECT. JOURNAL OF QUANTITATIVE METHODS.
Chicago Style CitationSukono, Sukono, Subanar Subanar, and Dedi Rosadi. MEAN-VaR. PORTOFOLIO OPTIMIZATION UNDER CAPM WITH LAGGED, NON CONSTANT VOLATILTY AND THE LONG MEMORY EFFECT. JOURNAL OF QUANTITATIVE METHODS, 2009.
MLA引文Sukono, Sukono, Subanar Subanar, and Dedi Rosadi. MEAN-VaR. PORTOFOLIO OPTIMIZATION UNDER CAPM WITH LAGGED, NON CONSTANT VOLATILTY AND THE LONG MEMORY EFFECT. JOURNAL OF QUANTITATIVE METHODS, 2009.
警告：這些引文格式不一定是100％准確.