Cita APA (7a ed.)
Oomen, R. C. (2001). Using high frequency stock market index data to calculate, model and forecast realized return variance. European University Institute.
Cita Chicago Style (17a ed.)
Oomen, Roel C.A. Using High Frequency Stock Market Index Data to Calculate, Model and Forecast Realized Return Variance. San Domenico (FI): European University Institute, 2001.
Cita MLA (9a ed.)
Oomen, Roel C.A. Using High Frequency Stock Market Index Data to Calculate, Model and Forecast Realized Return Variance. European University Institute, 2001.
Precaución: Estas citas no son 100% exactas.