Men, Z., Wirjanto, T. S., & Kolkiewicz, A. W. (2021). Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects. Journal of Risk & Financial Management, 14(5), 1. https://doi.org/10.3390/jrfm14050225
Chicago Style (17th ed.) CitationMen, Zhongxian, Tony S. Wirjanto, and Adam W. Kolkiewicz. "Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects." Journal of Risk & Financial Management 14, no. 5 (2021): 1. https://doi.org/10.3390/jrfm14050225.
MLA (9th ed.) CitationMen, Zhongxian, et al. "Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects." Journal of Risk & Financial Management, vol. 14, no. 5, 2021, p. 1, https://doi.org/10.3390/jrfm14050225.
Warning: These citations may not always be 100% accurate.