How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
| Year of publication: |
2013
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Mykland, Per A. ; Zhang, Lan |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 18.2013, 2 (8.5.), p. 351-350
|