Zu, Y. (2015). Nonparametric specification tests for stochastic volatility models based on volatility density. Elsevier.
Chicago Style (17th ed.) CitationZu, Yang. Nonparametric Specification Tests for Stochastic Volatility Models Based on Volatility Density. Elsevier, 2015.
MLA (9th ed.) CitationZu, Yang. Nonparametric Specification Tests for Stochastic Volatility Models Based on Volatility Density. Elsevier, 2015.
Warning: These citations may not always be 100% accurate.