Malherbe, C., & Wilcox, D. (2014). Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data. Department of Statistical Sciences.
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Chicago Style (17th ed.) Citation
Malherbe, Chanel, and Diane Wilcox. Fourier Method for the Measurement of Univariate and Multivariate Volatility in the Presence of High Frequency Data. Department of Statistical Sciences, 2014.
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MLA (9th ed.) Citation
Malherbe, Chanel, and Diane Wilcox. Fourier Method for the Measurement of Univariate and Multivariate Volatility in the Presence of High Frequency Data. Department of Statistical Sciences, 2014.
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Warning: These citations may not always be 100% accurate.