Jiang, Y., Cao, Y., Liu, X., & Zhai, J. (2019). Volatility modeling and prediction: The role of price impact. Routledge.
Chicago Style (17th ed.) CitationJiang, Ying, Yi Cao, Xiaoquan Liu, and Jia Zhai. Volatility Modeling and Prediction: The Role of Price Impact. Routledge, 2019.
MLA (9th ed.) CitationJiang, Ying, et al. Volatility Modeling and Prediction: The Role of Price Impact. Routledge, 2019.
Warning: These citations may not always be 100% accurate.