Fengler, M. R., Härdle, W., & Villa, C. (2001). The dynamics of implied volatilities: A common principle components approach.
Chicago Style (17th ed.) CitationFengler, Matthias R., Wolfgang Härdle, and Christophe Villa. The Dynamics of Implied Volatilities: A Common Principle Components Approach. Berlin, 2001.
MLA (9th ed.) CitationFengler, Matthias R., et al. The Dynamics of Implied Volatilities: A Common Principle Components Approach. 2001.
Warning: These citations may not always be 100% accurate.