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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Mancino, Maria Elvira"
~subject:"Analysis of variance"
~subject:"Noise Trading"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Journal of economic interaction and coordination
1
Journal of financial econometrics
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Estimating covariance via Fourier method in the presence of asynchronous trading and microstructure noise
Mancino, Maria Elvira
;
Sanfelici, Simona
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 367-408
Persistent link: https://www.econbiz.de/10009125733
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