APA (7th ed.) Citation

Kunitomo, N., Sato, S., & Kurisu, D. (2018). Separating Information Maximum Likelihood Method for High-Frequency Financial Data (1st ed. 2018.). Springer Japan : Imprint: Springer. https://doi.org/10.1007/978-4-431-55930-6

Chicago Style (17th ed.) Citation

Kunitomo, Naoto, Seisho Sato, and Daisuke Kurisu. Separating Information Maximum Likelihood Method for High-Frequency Financial Data. 1st ed. 2018. Tokyo: Springer Japan : Imprint: Springer, 2018. https://doi.org/10.1007/978-4-431-55930-6.

MLA (8th ed.) Citation

Kunitomo, Naoto, et al. Separating Information Maximum Likelihood Method for High-Frequency Financial Data. 1st ed. 2018. Springer Japan : Imprint: Springer, 2018. https://doi.org/10.1007/978-4-431-55930-6.