Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Year of publication: |
2010
|
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Authors: | Chaboud, Alain P. ; Chiquoine, Benjamin ; Hjalmarsson, Erik ; Loretan, Mico |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 2, p. 212-240
|
Subject: | Öffentliche Anleihe | Public bond | Kapitalmarktrendite | Capital market returns | Wechselkurs | Exchange rate | Marktliquidität | Market liquidity | Marktmikrostruktur | Market microstructure | USA | United States | 2005 |
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