Pong, S., Shackleton, M. B., & Taylor, S. J. (2008). Distinguishing short and long memory volatility specifications. Econometrics Journal, 11(3), 617. https://doi.org/10.1111/j.1368-423X.2008.00251.x
Chicago Style (17th ed.) CitationPong, Shiuyan, Mark B. Shackleton, and Stephen J. Taylor. "Distinguishing Short and Long Memory Volatility Specifications." Econometrics Journal 11, no. 3 (2008): 617. https://doi.org/10.1111/j.1368-423X.2008.00251.x.
MLA (9th ed.) CitationPong, Shiuyan, et al. "Distinguishing Short and Long Memory Volatility Specifications." Econometrics Journal, vol. 11, no. 3, 2008, p. 617, https://doi.org/10.1111/j.1368-423X.2008.00251.x.
Warning: These citations may not always be 100% accurate.