APA (7th ed.) Citation

Doksum, K., Miura, R., & Yamauchi, H. (1998). On financial time series decompositions with applications to volatility. IMES.

Chicago Style (17th ed.) Citation

Doksum, Kjell, Ryozo Miura, and Hiroaki Yamauchi. On Financial Time Series Decompositions with Applications to Volatility. Tokyo: IMES, 1998.

MLA (9th ed.) Citation

Doksum, Kjell, et al. On Financial Time Series Decompositions with Applications to Volatility. IMES, 1998.