To document your research, use the citation format that has been established for your discipline. Style manuals explain these formats in detail. The most common formats are:
MLA for the arts and humanities
Style manual: MLA Handbook for Writers of Research Papers
APA for the social and behavioral sciences and medicine
Style manual: Publication Manual of the American Psychological Association
Scientific journals have their own formats, which you find by examining an issue of the particular journal.
“Chicago” is an all-purpose citation format, developed at the University of Chicago. Its style manual is The Chicago Manual of Style. “Turabian” is a simplified Chicago format, named for Kate Turabian, who developed it and wrote its style manual, A Manual for Writers of Research Papers, Theses, and Dissertations: Chicago Style for Students and Researchers.