Upreti, V., Zhao, Y., & Cai, Y. (2021). Stock returns, quantile autocorrelation, and volatility forecasting. International Review of Financial Analysis, 73, p. 101599. doi:10.1016/j.irfa.2020.101599
Chicago Style CitationUpreti, Vineet, Yixiu Zhao, and Yuzhi Cai. "Stock Returns, Quantile Autocorrelation, and Volatility Forecasting." International Review of Financial Analysis 73 (2021): 101599.
MLA CitationUpreti, Vineet, Yixiu Zhao, and Yuzhi Cai. "Stock Returns, Quantile Autocorrelation, and Volatility Forecasting." International Review of Financial Analysis 73 (2021): 101599.
Warning: These citations may not always be 100% accurate.