APA (7th ed.) Citation

Cerqueti, R., Gatfaoui, H., & Rotundo, G. (2024). Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes. Annals of Operations Research, 1. https://doi.org/10.1007/s10479-023-05756-x

Chicago Style (17th ed.) Citation

Cerqueti, Roy, Hayette Gatfaoui, and Giulia Rotundo. "Resilience for Financial Networks Under a Multivariate GARCH Model of Stock Index Returns with Multiple Regimes." Annals of Operations Research 2024: 1. https://doi.org/10.1007/s10479-023-05756-x.

MLA (9th ed.) Citation

Cerqueti, Roy, et al. "Resilience for Financial Networks Under a Multivariate GARCH Model of Stock Index Returns with Multiple Regimes." Annals of Operations Research, 2024, p. 1, https://doi.org/10.1007/s10479-023-05756-x.