WANG, X., XIAO, W., & Jun YU. (2023). Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process. Institutional Knowledge at Singapore Management University.
Chicago Style CitationWANG, Xiaohu, Weilin XIAO, and Jun YU. Modeling and Forecasting Realized Volatility With the Fractional Ornstein-Uhlenbeck Process. Institutional Knowledge at Singapore Management University, 2023.
MLA CitationWANG, Xiaohu, Weilin XIAO, and Jun YU. Modeling and Forecasting Realized Volatility With the Fractional Ornstein-Uhlenbeck Process. Institutional Knowledge at Singapore Management University, 2023.
Warning: These citations may not always be 100% accurate.