Men, Z., McLeish, D., Kolkiewicz, A. W., & Wirjanto, T. S. (2017). Comparison of asymmetric stochastic volatility models under different correlation structures. Journal of Applied Statistics, 44(8), 1350. https://doi.org/10.1080/02664763.2016.1204596
Chicago Style (17th ed.) CitationMen, Zhongxian, Don McLeish, Adam W. Kolkiewicz, and Tony S. Wirjanto. "Comparison of Asymmetric Stochastic Volatility Models Under Different Correlation Structures." Journal of Applied Statistics 44, no. 8 (2017): 1350. https://doi.org/10.1080/02664763.2016.1204596.
MLA (9th ed.) CitationMen, Zhongxian, et al. "Comparison of Asymmetric Stochastic Volatility Models Under Different Correlation Structures." Journal of Applied Statistics, vol. 44, no. 8, 2017, p. 1350, https://doi.org/10.1080/02664763.2016.1204596.