Information Journal Paper
APA:
CopyCHEN, F., DIEBOLD, F.X., & SCHORFHEIDE, F.. (2013). A MARKOV-SWITCHING MULTIFRACTAL INTER-TRADE DURATION MODEL, WITH APPLICATION TO U.S. EQUITIES. JOURNAL OF ECONOMETRICS, 177(2), 1-61. SID. https://sid.ir/paper/636601/en
Vancouver:
CopyCHEN F., DIEBOLD F.X., SCHORFHEIDE F.. A MARKOV-SWITCHING MULTIFRACTAL INTER-TRADE DURATION MODEL, WITH APPLICATION TO U.S. EQUITIES. JOURNAL OF ECONOMETRICS[Internet]. 2013;177(2):1-61. Available from: https://sid.ir/paper/636601/en
IEEE:
CopyF. CHEN, F.X. DIEBOLD, and F. SCHORFHEIDE, “A MARKOV-SWITCHING MULTIFRACTAL INTER-TRADE DURATION MODEL, WITH APPLICATION TO U.S. EQUITIES,” JOURNAL OF ECONOMETRICS, vol. 177, no. 2, pp. 1–61, 2013, [Online]. Available: https://sid.ir/paper/636601/en