APA   Click to copy
Paye, B. S. (2012). ‘Deja vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables. Journal of Financial Economics, 106, 527–546.

Chicago/Turabian   Click to copy
Paye, Bradley S. “‘Deja Vol’: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables.” Journal of Financial Economics 106 (2012): 527–546.

MLA   Click to copy
Paye, Bradley S. “‘Deja Vol’: Predictive Regressions for Aggregate Stock Market Volatility Using Macroeconomic Variables.” Journal of Financial Economics, vol. 106, Elsevier, 2012, pp. 527–46.

@article{paye2012a,
  title = {‘Deja vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables},
  year = {2012},
  journal = {Journal of Financial Economics},
  pages = {527--546},
  publisher = {Elsevier},
  volume = {106},
  author = {Paye, Bradley S}
}