Cita APA (7a ed.)

Sandoval, J. (2006). “Do Asymmetric Garch models fit better exchange rate volatilities on emerging markets?”. Universidad Externado de Colombia.

Cita Chicago Style (17a ed.)

Sandoval, Javier. “Do Asymmetric Garch Models Fit Better Exchange Rate Volatilities on Emerging Markets?”. Universidad Externado de Colombia, 2006.

Cita MLA (8a ed.)

Sandoval, Javier. “Do Asymmetric Garch Models Fit Better Exchange Rate Volatilities on Emerging Markets?”. Universidad Externado de Colombia, 2006.