Cita APA (7a ed.)

Andersen, T. G., Bollerslev, T. P., & Das, A. (1998). Testing for market microstructure effects in intraday volatility: A reassessment of the Tokyo FX experiment. National Bureau of Economic Research.

Cita Chicago Style (17a ed.)

Andersen, Torben Gustav, Tim Peter Bollerslev, y Ashish Das. Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment. Cambridge, MA: National Bureau of Economic Research, 1998.

Cita MLA (9a ed.)

Andersen, Torben Gustav, et al. Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment. National Bureau of Economic Research, 1998.