APA (7th ed.) Citation

Lee, H., & Yoder, J. (2007). Optimal hedging with a regime-switching time-varying correlation GARCH model. Journal of Futures Markets, 27(5), 495. https://doi.org/10.1002/fut.20256

Chicago Style (17th ed.) Citation

Lee, Hsiang-Tai, and Jonathan Yoder. "Optimal Hedging with a Regime-switching Time-varying Correlation GARCH Model." Journal of Futures Markets 27, no. 5 (2007): 495. https://doi.org/10.1002/fut.20256.

MLA (9th ed.) Citation

Lee, Hsiang-Tai, and Jonathan Yoder. "Optimal Hedging with a Regime-switching Time-varying Correlation GARCH Model." Journal of Futures Markets, vol. 27, no. 5, 2007, p. 495, https://doi.org/10.1002/fut.20256.