APA   Click to copy
Paye, B. S., & Timmermann, A. (2006). Instability of return prediction models. Journal of Empirical Finance, 13, 274–315.

Chicago/Turabian   Click to copy
Paye, Bradley S, and Allan Timmermann. “Instability of Return Prediction Models.” Journal of Empirical Finance 13 (2006): 274–315.

MLA   Click to copy
Paye, Bradley S., and Allan Timmermann. “Instability of Return Prediction Models.” Journal of Empirical Finance, vol. 13, Elsevier, 2006, pp. 274–315.

@article{paye2006a,
  title = {Instability of return prediction models},
  year = {2006},
  journal = {Journal of Empirical Finance},
  pages = {274--315},
  publisher = {Elsevier},
  volume = {13},
  author = {Paye, Bradley S and Timmermann, Allan}
}