Andersen, T. G., & Bollerslev, T. (1996). DM-dollar volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependences. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationAndersen, Torben G., and Tim Bollerslev. DM-dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependences. Cambridge: National Bureau of Economic Research, 1996.
MLA (9th ed.) CitationAndersen, Torben G., and Tim Bollerslev. DM-dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependences. National Bureau of Economic Research, 1996.
Warning: These citations may not always be 100% accurate.