APA (7th ed.) Citation

Ait-Sahalia, Y., & Jacod, J. (2014). High-frequency financial econometrics. Princeton University Press.

Chicago Style (17th ed.) Citation

Ait-Sahalia, Yacine, and Jean Jacod. High-frequency Financial Econometrics. Princeton, New Jersey: Princeton University Press, 2014.

MLA (9th ed.) Citation

Ait-Sahalia, Yacine, and Jean Jacod. High-frequency Financial Econometrics. Princeton University Press, 2014.