APA (7th ed.) Citation

Jiang, G. J. Forecasting volatility using long memory and comovements: An application to option valuation under SFAS 123R. Journal of financial and quantitative analysis.

Chicago Style (17th ed.) Citation

Jiang, George J. "Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation Under SFAS 123R." Journal of Financial and Quantitative Analysis .

MLA (9th ed.) Citation

Jiang, George J. "Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation Under SFAS 123R." Journal of Financial and Quantitative Analysis, .