APA (7th ed.) Citation

Engle, R. F. (1996). The econometrics of ultra high frequency data.

Chicago Style (17th ed.) Citation

Engle, Robert F. The Econometrics of Ultra High Frequency Data. Cambridge, Mass, 1996.

MLA (9th ed.) Citation

Engle, Robert F. The Econometrics of Ultra High Frequency Data. 1996.

Warning: These citations may not always be 100% accurate.