Andersen, T., & Bollerslev, T. (1996). Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns.
Chicago Style (17th ed.) CitationAndersen, Torben, and Tim Bollerslev. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-run in High Frequency Returns. Cambridge, Mass, 1996.
MLA (9th ed.) CitationAndersen, Torben, and Tim Bollerslev. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-run in High Frequency Returns. 1996.
Warning: These citations may not always be 100% accurate.