APA (7th ed.) Citation

Barndorff-Nielsen, O. E., & Shephard, N. (1998). Aggregation and model construction for volatility models. Nuffield College.

Chicago Style (17th ed.) Citation

Barndorff-Nielsen, Ole E., and Neil Shephard. Aggregation and Model Construction for Volatility Models. Oxford: Nuffield College, 1998.

MLA (9th ed.) Citation

Barndorff-Nielsen, Ole E., and Neil Shephard. Aggregation and Model Construction for Volatility Models. Nuffield College, 1998.

Warning: These citations may not always be 100% accurate.