Wang, Y., Ma, F., Wei, Y., & Wu, C. (2016). Forecasting realized volatility in a changing world: A dynamic model averaging approach. Journal of banking & finance, 64, 136-149. https://doi.org/10.1016/j.jbankfin.2015.12.010
Chicago-Zitierstil (17. Ausg.)Wang, Yudong, Feng Ma, Yu Wei, und Chongfeng Wu. "Forecasting Realized Volatility in a Changing World: A Dynamic Model Averaging Approach." Journal of Banking & Finance 64 (2016): 136-149. https://doi.org/10.1016/j.jbankfin.2015.12.010.
MLA-Zitierstil (9. Ausg.)Wang, Yudong, et al. "Forecasting Realized Volatility in a Changing World: A Dynamic Model Averaging Approach." Journal of Banking & Finance, vol. 64, 2016, pp. 136-149, https://doi.org/10.1016/j.jbankfin.2015.12.010.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.