Kunitomo, N., Sato, S., & Kurisu, D. (2018). Separating Information Maximum Likelihood Method for High-Frequency Financial Data (1st ed. 2018.). Tokyo : : Springer Japan : : Imprint: Springer.
Chicago Style CitationKunitomo, Naoto., Seisho. Sato, and Daisuke. Kurisu. Separating Information Maximum Likelihood Method for High-Frequency Financial Data. 1st ed. 2018. Tokyo : : Springer Japan : : Imprint: Springer, 2018.
MLA CitationKunitomo, Naoto., Seisho. Sato, and Daisuke. Kurisu. Separating Information Maximum Likelihood Method for High-Frequency Financial Data. 1st ed. 2018. Tokyo : : Springer Japan : : Imprint: Springer, 2018.
Figyelmeztetés: Nem biztos, hogy ezek a forráshivatkozások 100%-ig pontosak.