關于英文參考文獻格式
英文參考文獻是怎樣的呢?英文參考文獻格式有著哪些要求呢?歡迎閱讀小編整理的關于英文參考文獻格式，希望能夠幫到大家。
英文文獻采用“apa格式”：
單一作者著作的書籍：
姓，名字首字母.(年). 書名(斜體). 出版社所在城市：出版社.
sheril, r. d. (1956). the terrifying future: contemplating color television. san diego: halstead.
兩位作者以上合著的書籍：
姓，名字首字母., & 姓，名字首字母.(年). 書名(斜體). 出版社所在城市：出版社.
smith, j., & peter, q. (1992). hairball: an intensive peek behind the surface of an enigma. hamilton, on: mcmaster university press.
文集中的文章：
mcdonalds, a. (1993). practical methods for the apprehension and sustained containment of supernatural entities. in g. l. yeager (ed.), paranormal and occult studies: case studies in application (pp. 42–64). london: otherworld books.
期刊中的.文章(非連續頁碼)：
crackton, p. (1987). the loonie: god's long-awaited gift to colourful pocket change? canadian change, 64(7), 34–37.
期刊中的文章(連續頁碼)：
姓，名字首字母.(年). 題目. 期刊名(斜體). 第幾期，頁碼.
rottweiler, f. t., & beauchemin, j. l. (1987). detroit and narnia: two foes on the brink of destruction. canadian/american studies journal, 54, 66–146.
月刊雜志中的文章：
henry, w. a., iii. (1990, april 9). making the grade in today's schools. time, 135, 28-31.
知識擴展：金融論文英語參考文獻
[1] nelson, c. r. & siegel, a. f. parsimonious modeling of yield curves [j], journal of business 1987(4): 473—489.
[2] diebold，francis x and li, canlin..global yield curve dynamics and interactions: adynamic nelson-siegel approach[j],journal of econometrics,XX，10:351-363
[3] bliss, r. r.. testing term structure estimation methods [j]. advances in futures and options research, 1997，9:197-231
[4] tanner, e.，“exchange market pressures and monetary policy: asia and latin america in the 1990s” [c]5 working papers, imf,XX.
[5] so, r. w., “price and volatility spillovers between interest rate and exchange value of the us dollar”[j], global finance journal,XX (1) :95-107
[6] y.sahalia. testing continuous-time models of the spot interest rate [j], review of financial studies. 1996，9:385-426
[7] vasicek 0,fong h g term structure modeling using exponential splines. journal of finance[j], 1982，37:339-348
[8] duffle，d. and r. kan. a yield factor model of interest rates[j]，mathematical finance, 1. 1996，6: 379-406
[9] ait—sahalia,y and r. kimmel. estimating affine multifactor term structure models using closed-form likelihood expansions[c] ? working paper,nber,XX.
[10] engle，robert e autoregressive conditional heteroscedasticity with estimates of the variance of u. k inflation[j]. economica,1982，50:987—1008
[10]chen，r.-r., and l. scott “maximum likelihood estimation for a multi-factor equilibrium model of the term structure of interest rates,”. journal of fixed income, december, 1993，12: 14-31 .
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