Persio, L. D., & Vettori, S. Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX. Wiley.
Chicago Style (17th ed.) CitationPersio, Luca Di, and Samuele Vettori. Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX. Wiley.
MLA (9th ed.) CitationPersio, Luca Di, and Samuele Vettori. Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX. Wiley.
Warning: These citations may not always be 100% accurate.