Fractional stochastic volatility model.

MLA

Shi, Shuping, et al. “Fractional Stochastic Volatility Model.” Journal of Time Series Analysis, May 2024, p. 1. EBSCOhost, https://doi.org/10.1111/jtsa.12749.

APA

Shi, S., Liu, X., & Yu, J. (2024). Fractional stochastic volatility model. Journal of Time Series Analysis, 1. https://doi.org/10.1111/jtsa.12749

Chicago

Shi, Shuping, Xiaobin Liu, and Jun Yu. 2024. “Fractional Stochastic Volatility Model.” Journal of Time Series Analysis, May, 1. doi:10.1111/jtsa.12749.