Cita APA (7a ed.)
Ponta, L., Trinh, M., Raberto, M., Scalas, E., & Cincotti, S. (Feb 27, 2017). Modeling non-stationarities in high-frequency financial time series. arXiv.org.
Cita Chicago Style (17a ed.)
Ponta, Linda, Mailan Trinh, Marco Raberto, Enrico Scalas, y Silvano Cincotti. "Modeling Non-stationarities in High-frequency Financial Time Series." ArXiv.org Feb 27, 2017.
Cita MLA (9a ed.)
Ponta, Linda, et al. "Modeling Non-stationarities in High-frequency Financial Time Series." ArXiv.org, Feb 27, 2017.
Precaución: Estas citas no son 100% exactas.