Kinnebrock, S., & Poldolskij, M. (2008). An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models. Oxford-Man Institute of Quantitative Finance.
Cita Chicago (17th ed.)Kinnebrock, S., i M. Poldolskij. An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models. Oxford-Man Institute of Quantitative Finance, 2008.
Cita MLA (9th ed.)Kinnebrock, S., i M. Poldolskij. An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models. Oxford-Man Institute of Quantitative Finance, 2008.
Atenció: Aquestes cites poden no estar 100% correctes.