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In academic writing, you must refer to your sources and cite them correctly. The demands may vary between different studies and fields, so “correctly” in this context is a very broad concept.
There are many different citation styles:  APA, MLA and Vancouver are just a few. Each academic field has its own preferences, and there is often an academic organisation behind a style. For instance, health studies tend to follow the Vancouver style, while interdisciplinary fields in the humanities or social studies tend to use the APA or Harvard.
If you need help with a specific style, you can find guides or tutorials on the web, but be sure to check the original sources.

ACS The ACS Style Guide American Chemical Society's style guide in e-book format.
AMA AMA Manual of Style American Medical Association's online guide for AMA style.
APA Publication manual of the American Psychological Association Order via the Library Catalogue.
APA Style Website of the American Psychological Association.
Chicago Chicago manual of style University of Chicago Press' online style guide.
Harvard There is no official guide for the Harvard Style, because there is no official organisation to formulate a standard for it. The reference management programme Endnote uses a British standard for the Harvard Style. Endnote says about Harvard: "... [the] system has standards for the order and content of information in the reference, not the format or layout on the page. Many variations of layout are acceptable, provided they are used consistently".
However, you can find guides for using Harvard Style - ex C. Nevilles "The complete guide to referencing and avoiding plagiarism", chap. 6.
MLA MLA Handbook Order via the Library Catalogue.
MLA Style Website of the Modern Language Association.
Vancouver   Citing Medicine, 2nd edition E-book from US National Library of Medicine.

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