Citations refer to the original publication, not to a Scieee localized version.
Conrad, C., & Engle, R. F. (2025). Modelling Volatility Cycles: The MF2‐GARCH Model. Journal of Applied Econometrics, 40(4), 438–454. https://doi.org/10.1002/jae.3118
Conrad, Christian, and Robert F. Engle. “Modelling Volatility Cycles: The MF2‐GARCH Model.” Journal of Applied Econometrics, vol. 40, no. 4, 2025, pp. 438–454. https://doi.org/10.1002/jae.3118.
Conrad, Christian, and Robert F. Engle. “Modelling Volatility Cycles: The MF2‐GARCH Model.” Journal of Applied Econometrics 40, no. 4 (2025): 438–454. https://doi.org/10.1002/jae.3118.
Conrad, C. and Engle, R. F. (2025) ‘Modelling Volatility Cycles: The MF2‐GARCH Model’, Journal of Applied Econometrics, 40(4), pp. 438–454. Available at: https://doi.org/10.1002/jae.3118.
C. Conrad and R. F. Engle, “Modelling Volatility Cycles: The MF2‐GARCH Model,” Journal of Applied Econometrics, vol. 40, no. 4, pp. 438–454, 2025, doi: 10.1002/jae.3118.
@article{conrad2025modelling,
author = {Conrad, Christian and Engle, Robert F.},
title = {Modelling Volatility Cycles: The MF2‐GARCH Model},
journal = {Journal of Applied Econometrics},
year = {2025},
volume = {40},
number = {4},
pages = {438--454},
publisher = {Hoboken, NJ: Wiley,Hoboken, NJ: Wiley},
doi = {10.1002/jae.3118},
url = {https://doi.org/10.1002/jae.3118}
}
