Fabozzi, F. J., Focardi, S., & Kolm, P. N. (2006). Financial modeling of the equity market: From CAPM to cointegration. Wiley.
Chicago Style (17th ed.) CitationFabozzi, Frank J., Sergio Focardi, and Petter N. Kolm. Financial Modeling of the Equity Market: From CAPM to Cointegration. Haboken, N.J.: Wiley, 2006.
MLA (9th ed.) CitationFabozzi, Frank J., et al. Financial Modeling of the Equity Market: From CAPM to Cointegration. Wiley, 2006.
Warning: These citations may not always be 100% accurate.