APA (7th ed.) Citation

Brandt, M. W., & Kang, Q. (2002). On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Brandt, Michael W., and Qiang Kang. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. Cambridge, MA: National Bureau of Economic Research, 2002.

MLA (9th ed.) Citation

Brandt, Michael W., and Qiang Kang. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. National Bureau of Economic Research, 2002.