APA
At̐-Sahalia Y., National Bureau of Economic Research & Xiu D. (2015). Principal component analysis of high frequency data. Cambridge: NBER.
Chicago
At̐-Sahalia Yacine, National Bureau of Economic Research and Xiu Dacheng. 2015. Principal component analysis of high frequency data. Cambridge: NBER.
Harvard
At̐-Sahalia Y., National Bureau of Economic Research and Xiu D. (2015). Principal component analysis of high frequency data. Cambridge: NBER.
MLA
At̐-Sahalia Yacine, National Bureau of Economic Research and Xiu Dacheng. Principal component analysis of high frequency data. Cambridge: NBER. 2015.