APA (7th ed.) Citation

Reiß, M., & Winkelmann, L. (2021). Inference on the maximal rank of time-varying covariance matrices using high-frequency data. Freie Universität Berlin.

Chicago Style (17th ed.) Citation

Reiß, Markus, and Lars Winkelmann. Inference on the Maximal Rank of Time-varying Covariance Matrices Using High-frequency Data. Berlin: Freie Universität Berlin, 2021.

MLA (9th ed.) Citation

Reiß, Markus, and Lars Winkelmann. Inference on the Maximal Rank of Time-varying Covariance Matrices Using High-frequency Data. Freie Universität Berlin, 2021.