Correcting microstructure comovement biases for integrated covariance
Jin-Huei Yeh; Jying-Nan Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Yeh, Jin-huei ; Wang, Jying-Nan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 7.2010, 3, p. 184-191
|
| Subject: | Korrelation | Correlation | Marktmikrostruktur | Market microstructure | Systematischer Fehler | Bias | Schätztheorie | Estimation theory | Marktintegration | Market integration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272754