APA (7th ed.) Citation

Artis, M. J., & Zhang, W. (1997). Volatility clustering and volatility transmission: A non-parametric view of ERM exchange rates. CEPR.

Chicago Style (17th ed.) Citation

Artis, Michael J., and Wenda Zhang. Volatility Clustering and Volatility Transmission: A Non-parametric View of ERM Exchange Rates. London: CEPR, 1997.

MLA (9th ed.) Citation

Artis, Michael J., and Wenda Zhang. Volatility Clustering and Volatility Transmission: A Non-parametric View of ERM Exchange Rates. CEPR, 1997.