APA (7th ed.) Citation

Risse, M., & Ohl, L. (2017). Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. Journal of empirical finance, 44, 158-176. https://doi.org/10.1016/j.jempfin.2017.09.005

Chicago Style (17th ed.) Citation

Risse, Marian, and Ludwig Ohl. "Using Dynamic Model Averaging in State Space Representation with Dynamic Occam’s Window and Applications to the Stock and Gold Market." Journal of Empirical Finance 44 (2017): 158-176. https://doi.org/10.1016/j.jempfin.2017.09.005.

MLA (9th ed.) Citation

Risse, Marian, and Ludwig Ohl. "Using Dynamic Model Averaging in State Space Representation with Dynamic Occam’s Window and Applications to the Stock and Gold Market." Journal of Empirical Finance, vol. 44, 2017, pp. 158-176, https://doi.org/10.1016/j.jempfin.2017.09.005.