Cita APA (7a ed.)
Dette, H., & Podolskij, M. (2008). Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach. Journal of Econometrics, 143(1), 56-74.
Cita Chicago Style (17a ed.)
Dette, Holger, y Mark Podolskij. "Testing the Parametric Form of the Volatility in Continuous Time Diffusion Models—a Stochastic Process Approach." Journal of Econometrics 143, no. 1 (2008): 56-74.
Cita MLA (9a ed.)
Dette, Holger, y Mark Podolskij. "Testing the Parametric Form of the Volatility in Continuous Time Diffusion Models—a Stochastic Process Approach." Journal of Econometrics, vol. 143, no. 1, 2008, pp. 56-74.
Precaución: Estas citas no son 100% exactas.