Citations refer to the original publication, not to a Scieee localized version.
Vatter, T., Wu, H.-T., Chavez-Demoulin, V., & Yu, B. (2015). Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality. Econometrics, 3(4), 864–887. https://doi.org/10.3390/econometrics3040864
Vatter, Thibault, et al. “Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality.” Econometrics, vol. 3, no. 4, 2015, pp. 864–887. https://doi.org/10.3390/econometrics3040864.
Vatter, Thibault, Hau-Tieng Wu, Valérie Chavez-Demoulin, and Bin Yu. “Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality.” Econometrics 3, no. 4 (2015): 864–887. https://doi.org/10.3390/econometrics3040864.
Vatter, T. et al. (2015) ‘Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality’, Econometrics, 3(4), pp. 864–887. Available at: https://doi.org/10.3390/econometrics3040864.
T. Vatter, H.-T. Wu, V. Chavez-Demoulin, and B. Yu, “Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality,” Econometrics, vol. 3, no. 4, pp. 864–887, 2015, doi: 10.3390/econometrics3040864.
@article{vatter2015nonparametric,
author = {Vatter, Thibault and Wu, Hau-Tieng and Chavez-Demoulin, Valérie and Yu, Bin},
title = {Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality},
journal = {Econometrics},
year = {2015},
volume = {3},
number = {4},
pages = {864--887},
publisher = {Basel: MDPI,Basel: MDPI},
doi = {10.3390/econometrics3040864},
url = {https://doi.org/10.3390/econometrics3040864}
}
