Cita APA (7a ed.)
De la Torre-Torres, O. V., Venegas-Martínez, F., & Martínez Torre-Enciso, M. I. (2021). Enhancing portfolio performance and VIX futures trading timing with markov-switching GARCH models. MDPI, Basel, Switzerland.
Cita Chicago Style (17a ed.)
De la Torre-Torres, Oscar V., Francisco Venegas-Martínez, y María Isabel Martínez Torre-Enciso. Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-switching GARCH Models. MDPI, Basel, Switzerland, 2021.
Cita MLA (9a ed.)
De la Torre-Torres, Oscar V., et al. Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-switching GARCH Models. MDPI, Basel, Switzerland, 2021.
Precaución: Estas citas no son 100% exactas.