Piccotti, L. R. (2026). A multiscale estimator for pricing error decomposition in high-frequency financial markets. Review of Quantitative Finance & Accounting, 66(2), 887. https://doi.org/10.1007/s11156-025-01417-1
Chicago Style (17th ed.) CitationPiccotti, Louis R. "A Multiscale Estimator for Pricing Error Decomposition in High-frequency Financial Markets." Review of Quantitative Finance & Accounting 66, no. 2 (2026): 887. https://doi.org/10.1007/s11156-025-01417-1.
MLA (9th ed.) CitationPiccotti, Louis R. "A Multiscale Estimator for Pricing Error Decomposition in High-frequency Financial Markets." Review of Quantitative Finance & Accounting, vol. 66, no. 2, 2026, p. 887, https://doi.org/10.1007/s11156-025-01417-1.
Warning: These citations may not always be 100% accurate.