APA (7th ed.) Citation

Ardia, D. (2008). Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Springer Berlin Heidelberg.

Chicago Style (17th ed.) Citation

Ardia, David. Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008.

MLA (8th ed.) Citation

Ardia, David. Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications. Springer Berlin Heidelberg, 2008.

Warning: These citations may not always be 100% accurate.