Patton, A., & Sheppard, K. (2009). Optimal combinations of realised volatility estimators. Elsevier.
Chicago Style (17th ed.) CitationPatton, A., and K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
MLA (9th ed.) CitationPatton, A., and K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Warning: These citations may not always be 100% accurate.