Cita APA (7a ed.)

Fernández Bariviera, A., Guercio, M. B., Martinez, L. B., & Rosso, O. A. Libor at crossroads: Stochastic switching detection using information theory quantifiers.

Cita Chicago Style (17a ed.)

Fernández Bariviera, Aurelio, M. Belén Guercio, Lisana B. Martinez, y Osvaldo A. Rosso. Libor at Crossroads: Stochastic Switching Detection Using Information Theory Quantifiers.

Cita MLA (8a ed.)

Fernández Bariviera, Aurelio, et al. Libor at Crossroads: Stochastic Switching Detection Using Information Theory Quantifiers.