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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 , Volume 24 (Number 2). pp. 195-202. doi:10.1198/073500106000000125
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Official URL: http://dx.doi.org/10.1198/073500106000000125
Item Type: | Journal Item | ||||
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Subjects: | H Social Sciences > HC Economic History and Conditions H Social Sciences Q Science > QA Mathematics |
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Journal or Publication Title: | Journal of Business & Economic Statistics | ||||
Publisher: | Routledge | ||||
ISSN: | 0735-0015 | ||||
Official Date: | April 2006 | ||||
Dates: |
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Volume: | Volume 24 | ||||
Number: | Number 2 | ||||
Number of Pages: | 8 | ||||
Page Range: | pp. 195-202 | ||||
DOI: | 10.1198/073500106000000125 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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