Deng, Q. (2024). Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks.
Citazione stile Chigago Style (17a edizione)Deng, Qi. Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks. 2024.
Citatione MLA (9a ed.)Deng, Qi. Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks. 2024.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.