APA (7th ed.) Citation

Yamauchi, Y., & Omori, Y. (2020). Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations. Journal of business & economic statistics, 38(4), 839-855. https://doi.org/10.1080/07350015.2019.1602048

Chicago Style (17th ed.) Citation

Yamauchi, Yuta, and Yasuhiro Omori. "Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations." Journal of Business & Economic Statistics 38, no. 4 (2020): 839-855. https://doi.org/10.1080/07350015.2019.1602048.

MLA (9th ed.) Citation

Yamauchi, Yuta, and Yasuhiro Omori. "Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations." Journal of Business & Economic Statistics, vol. 38, no. 4, 2020, pp. 839-855, https://doi.org/10.1080/07350015.2019.1602048.