APA (7th ed.) Citation

Zhang, L., Mykland, P. A., & Aït-Sahalia, Y. (2003). A tale of two time scales: Determining integrated volatility with noisy high-frequency data. National Bureau of Economic Research.

Chicago Style (17th ed.) Citation

Zhang, Lan, Per A. Mykland, and Yacine Aït-Sahalia. A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-frequency Data. Cambridge, Mass: National Bureau of Economic Research, 2003.

MLA (9th ed.) Citation

Zhang, Lan, et al. A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-frequency Data. National Bureau of Economic Research, 2003.