Nonparametric Estimation Methods of Integrated Multivariate Volatilities.

MLA

Hoshikawa, Toshiya, et al. “Nonparametric Estimation Methods of Integrated Multivariate Volatilities.” Econometric Reviews, vol. 27, no. 1–3, Feb. 2008, pp. 112–38. EBSCOhost, https://doi.org/10.1080/07474930701853855.

APA

Hoshikawa, T., Nagai, K., Kanatani, T., & Nishiyama, Y. (2008). Nonparametric Estimation Methods of Integrated Multivariate Volatilities. Econometric Reviews, 27(1–3), 112–138. https://doi.org/10.1080/07474930701853855

Chicago

Hoshikawa, Toshiya, Keiji Nagai, Taro Kanatani, and Yoshihiko Nishiyama. 2008. “Nonparametric Estimation Methods of Integrated Multivariate Volatilities.” Econometric Reviews 27 (1–3): 112–38. doi:10.1080/07474930701853855.