APA (7th ed.) Citation

Fan, Z., Wang, M. M., & Ye, Y. (2026). On options-driven realized volatility forecasting: Information gains via rough volatility model.

Chicago Style (17th ed.) Citation

Fan, Zheqi, Meng Melody Wang, and Yifan Ye. On Options-driven Realized Volatility Forecasting: Information Gains via Rough Volatility Model. 2026.

MLA (9th ed.) Citation

Fan, Zheqi, et al. On Options-driven Realized Volatility Forecasting: Information Gains via Rough Volatility Model. 2026.