Patton, A., & Sheppard, K. (2009). Optimal combinations of realised volatility estimators. Elsevier.
Cita Chicago (17th ed.)Patton, A., i K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Cita MLA (9th ed.)Patton, A., i K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Atenció: Aquestes cites poden no estar 100% correctes.