Clements, A., & Collet, J. (2008). Do common volatility models capture cyclical behaviour in volatility? Applied Financial Economics, 18(7), 599. https://doi.org/10.1080/09603100600993802
Chicago Style (17th ed.) CitationClements, Adam, and Jérôme Collet. "Do Common Volatility Models Capture Cyclical Behaviour in Volatility?" Applied Financial Economics 18, no. 7 (2008): 599. https://doi.org/10.1080/09603100600993802.
MLA (9th ed.) CitationClements, Adam, and Jérôme Collet. "Do Common Volatility Models Capture Cyclical Behaviour in Volatility?" Applied Financial Economics, vol. 18, no. 7, 2008, p. 599, https://doi.org/10.1080/09603100600993802.
Warning: These citations may not always be 100% accurate.