APA (7th ed.) Citation

Aït-Sahalia, Y., & Xiu, D. (2019). Principal Component Analysis of High-Frequency Data. Journal of the American Statistical Association, 114(525), 287-303. https://doi.org/10.1080/01621459.2017.1401542

Chicago Style (17th ed.) Citation

Aït-Sahalia, Yacine, and Dacheng Xiu. "Principal Component Analysis of High-Frequency Data." Journal of the American Statistical Association 114, no. 525 (2019): 287-303. https://doi.org/10.1080/01621459.2017.1401542.

MLA (9th ed.) Citation

Aït-Sahalia, Yacine, and Dacheng Xiu. "Principal Component Analysis of High-Frequency Data." Journal of the American Statistical Association, vol. 114, no. 525, 2019, pp. 287-303, https://doi.org/10.1080/01621459.2017.1401542.