Christensen, K., & Podolskij, M. (2012). Asymptotic theory of range-based multipower variation. Journal of financial econometrics, 10(3), . https://doi.org/10.1093/jjfinec/nbr019
Chicago Style (17th ed.) CitationChristensen, Kim, and Mark Podolskij. "Asymptotic Theory of Range-based Multipower Variation." Journal of Financial Econometrics 10, no. 3 (2012). https://doi.org/10.1093/jjfinec/nbr019.
MLA (9th ed.) CitationChristensen, Kim, and Mark Podolskij. "Asymptotic Theory of Range-based Multipower Variation." Journal of Financial Econometrics, vol. 10, no. 3, 2012, https://doi.org/10.1093/jjfinec/nbr019.
Warning: These citations may not always be 100% accurate.