APA
Andersen T. G., National Bureau of Economic Research, Dobrev D. & Schaumburg E. (2011). A Functional filtering and neighborhood truncation approach to integrated quarticity estimation. Cambridge: NBER.
Chicago
Andersen Torben G, National Bureau of Economic Research, Dobrev Dobrislav and Schaumburg Ernst. 2011. A Functional filtering and neighborhood truncation approach to integrated quarticity estimation. Cambridge: NBER.
Harvard
Andersen T. G., National Bureau of Economic Research, Dobrev D. and Schaumburg E. (2011). A Functional filtering and neighborhood truncation approach to integrated quarticity estimation. Cambridge: NBER.
MLA
Andersen Torben G, National Bureau of Economic Research, Dobrev Dobrislav and Schaumburg Ernst. A Functional filtering and neighborhood truncation approach to integrated quarticity estimation. Cambridge: NBER. 2011.