Cita APA (7a ed.)
Dwyer, G. P., Locke, P., & Yu, W. (1995). Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash. Federal Reserve Bank of Atlanta.
Cita Chicago Style (17a ed.)
Dwyer, Gerald P., Peter Locke, y Wei Yu. Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash. Atlanta: Federal Reserve Bank of Atlanta, 1995.
Cita MLA (9a ed.)
Dwyer, Gerald P., et al. Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash. Federal Reserve Bank of Atlanta, 1995.
Precaución: Estas citas no son 100% exactas.