Citations refer to the original publication, not to a Scieee localized version.
BM, L., Chakraborty, S., Iyer, V., MN, N., & Ledwani, S. (2023). Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Abingdon: Taylor & Francis. https://doi.org/10.1080/23322039.2023.2189589
BM, Lithin, et al. Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Abingdon: Taylor & Francis, 2023. https://doi.org/10.1080/23322039.2023.2189589.
BM, Lithin, Suman Chakraborty, Vishwanathan Iyer, Nikhil MN, and Sanket Ledwani. Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Abingdon: Taylor & Francis, 2023. https://doi.org/10.1080/23322039.2023.2189589.
BM, L. et al. (2023) Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Abingdon: Taylor & Francis. Available at: https://doi.org/10.1080/23322039.2023.2189589.
L. BM, S. Chakraborty, V. Iyer, N. MN, and S. Ledwani, “Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India,” Abingdon: Taylor & Francis, 2023, doi: 10.1080/23322039.2023.2189589.
@misc{bm2023modelling,
author = {BM, Lithin and Chakraborty, Suman and Iyer, Vishwanathan and MN, Nikhil and Ledwani, Sanket},
title = {Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India},
year = {2023},
publisher = {Abingdon: Taylor \& Francis},
doi = {10.1080/23322039.2023.2189589},
url = {https://doi.org/10.1080/23322039.2023.2189589}
}
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