The fine structure of volatility feedback II: overnight and intra-day effects

MLA

Blanc, Pierre, et al. The Fine Structure of Volatility Feedback II: Overnight and Intra-Day Effects. 2013. EBSCOhost, https://doi.org/10.1016/j.physa.2014.01.047.

APA

Blanc, P., Chicheportiche, R., & Bouchaud, J.-P. (2013). The fine structure of volatility feedback II: overnight and intra-day effects. https://doi.org/10.1016/j.physa.2014.01.047

Chicago

Blanc, Pierre, Rémy Chicheportiche, and Jean-Philippe Bouchaud. 2013. “The Fine Structure of Volatility Feedback II: Overnight and Intra-Day Effects.” doi:10.1016/j.physa.2014.01.047.