APA Citation

PHILLIPS, P. C. B., & YU, J. (2005). Comment on "Realized Variance and Market Microstructure Noise" by Peter R. Hansen and Asger Lunde. Institutional Knowledge at Singapore Management University.

Chicago Style Citation

PHILLIPS, Peter C. B., and Jun YU. Comment On "Realized Variance and Market Microstructure Noise" By Peter R. Hansen and Asger Lunde. Institutional Knowledge at Singapore Management University, 2005.

MLA Citation

PHILLIPS, Peter C. B., and Jun YU. Comment On "Realized Variance and Market Microstructure Noise" By Peter R. Hansen and Asger Lunde. Institutional Knowledge at Singapore Management University, 2005.

Warning: These citations may not always be 100% accurate.