Citations refer to the original publication, not to a Scieee localized version.
Liu, L., & Chen, Q. (2020). How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast. Heidelberg: Springer,Heidelberg: Springer. https://doi.org/10.1186/s40854-020-00200-6
Liu, Lin, and Qiguang Chen. How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast. Heidelberg: Springer,Heidelberg: Springer, 2020. https://doi.org/10.1186/s40854-020-00200-6.
Liu, Lin, and Qiguang Chen. How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast. Heidelberg: Springer,Heidelberg: Springer, 2020. https://doi.org/10.1186/s40854-020-00200-6.
Liu, L. and Chen, Q. (2020) How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast. Heidelberg: Springer,Heidelberg: Springer. Available at: https://doi.org/10.1186/s40854-020-00200-6.
L. Liu and Q. Chen, “How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast,” Heidelberg: Springer,Heidelberg: Springer, 2020, doi: 10.1186/s40854-020-00200-6.
@misc{liu2020compare,
author = {Liu, Lin and Chen, Qiguang},
title = {How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast},
year = {2020},
publisher = {Heidelberg: Springer,Heidelberg: Springer},
doi = {10.1186/s40854-020-00200-6},
url = {https://doi.org/10.1186/s40854-020-00200-6}
}
