APA (7th ed.) Citation

Shackleton, M. B., Taylor, S. J., & Yu, P. (2010). A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices. Journal of Banking & Finance, 34(11), 2678. https://doi.org/10.1016/j.jbankfin.2010.05.006

Chicago Style (17th ed.) Citation

Shackleton, Mark B., Stephen J. Taylor, and Peng Yu. "A Multi-horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices." Journal of Banking & Finance 34, no. 11 (2010): 2678. https://doi.org/10.1016/j.jbankfin.2010.05.006.

MLA (9th ed.) Citation

Shackleton, Mark B., et al. "A Multi-horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices." Journal of Banking & Finance, vol. 34, no. 11, 2010, p. 2678, https://doi.org/10.1016/j.jbankfin.2010.05.006.