APA (7th ed.) Citation

Majewski, A. A., Bormetti, G., & Corsi, F. (2015). Smile from the past: A general option pricing framework with multiple volatility and leverage components. Journal of Econometrics, 187(2), 521. https://doi.org/10.1016/j.jeconom.2015.02.036

Chicago Style (17th ed.) Citation

Majewski, Adam A., Giacomo Bormetti, and Fulvio Corsi. "Smile from the Past: A General Option Pricing Framework with Multiple Volatility and Leverage Components." Journal of Econometrics 187, no. 2 (2015): 521. https://doi.org/10.1016/j.jeconom.2015.02.036.

MLA (9th ed.) Citation

Majewski, Adam A., et al. "Smile from the Past: A General Option Pricing Framework with Multiple Volatility and Leverage Components." Journal of Econometrics, vol. 187, no. 2, 2015, p. 521, https://doi.org/10.1016/j.jeconom.2015.02.036.