Atak, A. And Kapetanios, G. 2013. A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors. ECONOMICS LETTERS , vol.120, no.2 , 224-228.

Atak, A., & Kapetanios, G., (2013). A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors. ECONOMICS LETTERS , vol.120, no.2, 224-228.

Atak, ALEV, And George Kapetanios. "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," ECONOMICS LETTERS , vol.120, no.2, 224-228, 2013

Atak, ALEV And Kapetanios, George. "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors." ECONOMICS LETTERS , vol.120, no.2, pp.224-228, 2013

Atak, A. And Kapetanios, G. (2013) . "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors." ECONOMICS LETTERS , vol.120, no.2, pp.224-228.

@article{article, author={ALEV ATAK And author={George Kapetanios}, title={A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors}, journal={ECONOMICS LETTERS}, year=2013, pages={224-228} }