APA (7th ed.) Citation

Mian, G. M., & Adam, C. M. (2001). Volatility dynamics in high frequency financial data: An empirical investigation of the Australian equity returns. Applied Financial Economics, 11(3), 341. https://doi.org/10.1080/096031001300138744

Chicago Style (17th ed.) Citation

Mian, G. Mujtaba, and Christopher M. Adam. "Volatility Dynamics in High Frequency Financial Data: An Empirical Investigation of the Australian Equity Returns." Applied Financial Economics 11, no. 3 (2001): 341. https://doi.org/10.1080/096031001300138744.

MLA (9th ed.) Citation

Mian, G. Mujtaba, and Christopher M. Adam. "Volatility Dynamics in High Frequency Financial Data: An Empirical Investigation of the Australian Equity Returns." Applied Financial Economics, vol. 11, no. 3, 2001, p. 341, https://doi.org/10.1080/096031001300138744.