MLA

Bera, Anil K, Sergey Ivliev, and Fabrizio Lillo. Financial Econometrics and Empirical Market Microstructure. Springer International Publishing, 2015.

APA

Bera, A. K, Ivliev, S., & Lillo, F. (2015). Financial Econometrics and Empirical Market Microstructure. Springer International Publishing.

Chicago

Bera, Anil K., Sergey Ivliev, and Fabrizio Lillo. Financial Econometrics and Empirical Market Microstructure. : Springer International Publishing, 2015.