APA (7th ed.) Citation

Gu, S., Kelly, B., & Xiu, D. (2021). Autoencoder asset pricing models. Journal of econometrics, 222(1), 429-450. https://doi.org/10.1016/j.jeconom.2020.07.009

Chicago Style (17th ed.) Citation

Gu, Shihao, Bryan Kelly, and Dacheng Xiu. "Autoencoder Asset Pricing Models." Journal of Econometrics 222, no. 1 (2021): 429-450. https://doi.org/10.1016/j.jeconom.2020.07.009.

MLA (9th ed.) Citation

Gu, Shihao, et al. "Autoencoder Asset Pricing Models." Journal of Econometrics, vol. 222, no. 1, 2021, pp. 429-450, https://doi.org/10.1016/j.jeconom.2020.07.009.