Cita APA (7a ed.)

Boniece, B. C., Figueroa-López, J. E., & Han, Y. (2022). Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations.

Cita Chicago Style (17a ed.)

Boniece, B. Cooper, José E. Figueroa-López, y Yuchen Han. Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations. 2022.

Cita MLA (9a ed.)

Boniece, B. Cooper, et al. Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations. 2022.