Patton, A., & Sheppard, K. (2009). Optimal combinations of realised volatility estimators. Elsevier.
Dyfyniad Arddull ChicagoPatton, A., and K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Dyfyniad MLAPatton, A., and K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Rhybudd: Mae'n bosib nad yw'r dyfyniadau hyn bob amser yn 100% cywir.