Cross-sectional noise reduction and more efficient estimation of integrated variance

Giorgio Mirone

Year of publication:	2018
Authors:	Mirone, Giorgio
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Schätztheorie \| Estimation theory \| Varianzanalyse \| Analysis of variance \| Volatilität \| Volatility \| Noise Trading \| Noise trading

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