TSE, Y. K., & YANG, T. T. (2012). Estimation of high-frequency volatility: An autoregressive conditional duration approach. Institutional Knowledge at Singapore Management University.
Chicago Style CitationTSE, Yiu Kuen, and Thomas Tao YANG. Estimation of High-frequency Volatility: An Autoregressive Conditional Duration Approach. Institutional Knowledge at Singapore Management University, 2012.
MLA CitationTSE, Yiu Kuen, and Thomas Tao YANG. Estimation of High-frequency Volatility: An Autoregressive Conditional Duration Approach. Institutional Knowledge at Singapore Management University, 2012.
Warning: These citations may not always be 100% accurate.