Citations refer to the original publication, not to a Scieee localized version.
Orlando, G., & Bufalo, M. (2021). Empirical evidences on the interconnectedness between sampling and asset returns' distributions. Risks, 9(5), 1–35. https://doi.org/10.3390/risks9050088
Orlando, Guiseppe, and Michele Bufalo. “Empirical evidences on the interconnectedness between sampling and asset returns' distributions.” Risks, vol. 9, no. 5, 2021, pp. 1–35. https://doi.org/10.3390/risks9050088.
Orlando, Guiseppe, and Michele Bufalo. “Empirical evidences on the interconnectedness between sampling and asset returns' distributions.” Risks 9, no. 5 (2021): 1–35. https://doi.org/10.3390/risks9050088.
Orlando, G. and Bufalo, M. (2021) ‘Empirical evidences on the interconnectedness between sampling and asset returns' distributions’, Risks, 9(5), pp. 1–35. Available at: https://doi.org/10.3390/risks9050088.
G. Orlando and M. Bufalo, “Empirical evidences on the interconnectedness between sampling and asset returns' distributions,” Risks, vol. 9, no. 5, pp. 1–35, 2021, doi: 10.3390/risks9050088.
@article{orlando2021empirical,
author = {Orlando, Guiseppe and Bufalo, Michele},
title = {Empirical evidences on the interconnectedness between sampling and asset returns' distributions},
journal = {Risks},
year = {2021},
volume = {9},
number = {5},
pages = {1--35},
publisher = {Basel: MDPI,Basel: MDPI},
doi = {10.3390/risks9050088},
url = {https://doi.org/10.3390/risks9050088}
}
