Comparison of asymmetric stochastic volatility models under different correlation structures.

MLA

Men, Zhongxian, et al. “Comparison of Asymmetric Stochastic Volatility Models under Different Correlation Structures.” Journal of Applied Statistics, vol. 44, no. 8, June 2017, pp. 1350–68. EBSCOhost, https://doi.org/10.1080/02664763.2016.1204596.

APA

Men, Z., McLeish, D., Kolkiewicz, A. W., & Wirjanto, T. S. (2017). Comparison of asymmetric stochastic volatility models under different correlation structures. Journal of Applied Statistics, 44(8), 1350–1368. https://doi.org/10.1080/02664763.2016.1204596

Chicago

Men, Zhongxian, Don McLeish, Adam W. Kolkiewicz, and Tony S. Wirjanto. 2017. “Comparison of Asymmetric Stochastic Volatility Models under Different Correlation Structures.” Journal of Applied Statistics 44 (8): 1350–68. doi:10.1080/02664763.2016.1204596.