APA (7th ed.) Citation

CHEN, Q., GAO, X., CHEN, C., TIAN, S., & HAMORI, S. (2026). MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST. Singapore Economic Review, 71(7), 1907. https://doi.org/10.1142/S021759082250028X

Chicago Style (17th ed.) Citation

CHEN, QIAN, XIANG GAO, CHEN CHEN, SHUAIRU TIAN, and SHIGEYUKI HAMORI. "MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST." Singapore Economic Review 71, no. 7 (2026): 1907. https://doi.org/10.1142/S021759082250028X.

MLA (9th ed.) Citation

CHEN, QIAN, et al. "MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST." Singapore Economic Review, vol. 71, no. 7, 2026, p. 1907, https://doi.org/10.1142/S021759082250028X.