Cite
Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets.
MLA
Ji, JingRu, et al. “Modifying a Simple Agent-Based Model to Disentangle the Microstructure of Chinese and US Stock Markets.” Quantitative Finance, vol. 18, no. 12, Dec. 2018, pp. 2067–83. EBSCOhost, https://doi.org/10.1080/14697688.2018.1460486.
APA
Ji, J., Wang, D., & Tu, J. (2018). Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets. Quantitative Finance, 18(12), 2067–2083. https://doi.org/10.1080/14697688.2018.1460486
Chicago
Ji, JingRu, Donghua Wang, and JingQing Tu. 2018. “Modifying a Simple Agent-Based Model to Disentangle the Microstructure of Chinese and US Stock Markets.” Quantitative Finance 18 (12): 2067–83. doi:10.1080/14697688.2018.1460486.