APA (7th ed.) Citation

Engle, R. F., & Ng, V. K. (1991). Measuring and testing the impact of news on volatility. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Engle, Robert F., and Victor K. Ng. Measuring and Testing the Impact of News on Volatility. Cambridge, Mass: National Bureau of Economic Research, 1991.

MLA (9th ed.) Citation

Engle, Robert F., and Victor K. Ng. Measuring and Testing the Impact of News on Volatility. National Bureau of Economic Research, 1991.