Estimating covariation: Epps effect, microstructure noise
| Year of publication: |
2011
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|---|---|
| Authors: | Zhang, Lan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 33-48
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