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Realized variance and market microstructure noise - Comment
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UNSPECIFIED (2006) Realized variance and market microstructure noise - Comment. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 24 (2). pp. 195-202. ISSN 0735-0015
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Official URL: http://dx.doi.org/10.1198/073500106000000125
| Item Type: | Journal Item |
|---|---|
| Subjects: | H Social Sciences > HC Economic History and Conditions H Social Sciences Q Science > QA Mathematics |
| Journal or Publication Title: | JOURNAL OF BUSINESS & ECONOMIC STATISTICS |
| Publisher: | AMER STATISTICAL ASSOC |
| ISSN: | 0735-0015 |
| Date: | April 2006 |
| Volume: | 24 |
| Number: | 2 |
| Number of Pages: | 8 |
| Page Range: | pp. 195-202 |
| Identification Number: | 10.1198/073500106000000125 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/33652 |
Data sourced from Thomson Reuters' Web of Knowledge
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