Anderson, T. G., Bollerslev, T., & Das, A. (1998). Testing for market microstructure effects in intraday volatility: A reassessment of the Tokyo FX experiment. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationAnderson, Torben G., Tim Bollerslev, and Ashish Das. Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment. Cambridge: National Bureau of Economic Research, 1998.
MLA (9th ed.) CitationAnderson, Torben G., et al. Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment. National Bureau of Economic Research, 1998.
Warning: These citations may not always be 100% accurate.