Patton, A., & Sheppard, K. (2009). Optimal combinations of realised volatility estimators. Elsevier.
Citación estilo ChicagoPatton, A., and K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Cita MLAPatton, A., and K. Sheppard. Optimal Combinations of Realised Volatility Estimators. Elsevier, 2009.
Warning: These citations may not always be 100% accurate.