Aït-Sahalia, Y., & Mykland, P. A. (2003). How often to sample a continuous-time process in the presence of market microstructure noise. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationAït-Sahalia, Yacine, and Per A. Mykland. How Often to Sample a Continuous-time Process in the Presence of Market Microstructure Noise. Cambridge, Mass: National Bureau of Economic Research, 2003.
MLA (9th ed.) CitationAït-Sahalia, Yacine, and Per A. Mykland. How Often to Sample a Continuous-time Process in the Presence of Market Microstructure Noise. National Bureau of Economic Research, 2003.
Warning: These citations may not always be 100% accurate.