Engle, R. F., & Ng, V. K. (1991). Time-varying volatility and the dynamic behavior of the term structure. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationEngle, Robert F., and Victor K. Ng. Time-varying Volatility and the Dynamic Behavior of the Term Structure. Cambridge, Mass: National Bureau of Economic Research, 1991.
MLA (9th ed.) CitationEngle, Robert F., and Victor K. Ng. Time-varying Volatility and the Dynamic Behavior of the Term Structure. National Bureau of Economic Research, 1991.
Warning: These citations may not always be 100% accurate.