APA (7th ed.) Citation

Dahlhaus, R., & Neddermeyer, J. C. (2014). Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models. Journal of financial econometrics, 12(1), . https://doi.org/10.1093/jjfinec/nbt008

Chicago Style (17th ed.) Citation

Dahlhaus, Rainer, and Jan Christoph Neddermeyer. "Online Spot Volatility-estimation and Decomposition with Nonlinear Market Microstructure Noise Models." Journal of Financial Econometrics 12, no. 1 (2014). https://doi.org/10.1093/jjfinec/nbt008.

MLA (9th ed.) Citation

Dahlhaus, Rainer, and Jan Christoph Neddermeyer. "Online Spot Volatility-estimation and Decomposition with Nonlinear Market Microstructure Noise Models." Journal of Financial Econometrics, vol. 12, no. 1, 2014, https://doi.org/10.1093/jjfinec/nbt008.