Cite
Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures.
MLA
Bee, Marco, et al. “Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures.” Journal of Financial Econometrics, vol. 17, no. 2, Spring 2019, pp. 254–83. EBSCOhost, https://doi.org/10.1093/jjfinec/nbz003.
APA
Bee, M., Dupuis, D. J., & Trapin, L. (2019). Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures. Journal of Financial Econometrics, 17(2), 254–283. https://doi.org/10.1093/jjfinec/nbz003
Chicago
Bee, Marco, Debbie J Dupuis, and Luca Trapin. 2019. “Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures.” Journal of Financial Econometrics 17 (2): 254–83. doi:10.1093/jjfinec/nbz003.