APA (7th ed.) Citation

Hong, L. J., Juneja, S., & Liu, G. (2017). Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. Operations Research, 65(3), 657. https://doi.org/10.1287/opre.2017.1591

Chicago Style (17th ed.) Citation

Hong, L. Jeff, Sandeep Juneja, and Guangwu Liu. "Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement." Operations Research 65, no. 3 (2017): 657. https://doi.org/10.1287/opre.2017.1591.

MLA (9th ed.) Citation

Hong, L. Jeff, et al. "Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement." Operations Research, vol. 65, no. 3, 2017, p. 657, https://doi.org/10.1287/opre.2017.1591.