Christensen, K., & Thamrongrat, N. (2017). Inference from high-frequency data: A subsampling approach. Journal of econometrics, 197(2), . https://doi.org/10.1016/j.jeconom.2016.07.010
Chicago Style (17th ed.) CitationChristensen, Kim, and Nopporn Thamrongrat. "Inference from High-frequency Data: A Subsampling Approach." Journal of Econometrics 197, no. 2 (2017). https://doi.org/10.1016/j.jeconom.2016.07.010.
MLA (9th ed.) CitationChristensen, Kim, and Nopporn Thamrongrat. "Inference from High-frequency Data: A Subsampling Approach." Journal of Econometrics, vol. 197, no. 2, 2017, https://doi.org/10.1016/j.jeconom.2016.07.010.
Warning: These citations may not always be 100% accurate.