How often to simple a continuous-time process in the presence of market microstructure noise
Yacine Ai͏̈t- Sahalia; Per A. Mykland; Lan Zhang
| Year of publication: |
2005
|
|---|---|
| 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 1043666-2. - Vol. 18.2005, 2, p. 351-416
|
| Subject: | Marktmikrostruktur | Market microstructure | Stichprobenerhebung | Sampling | Statistische Methode | Statistical method | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10002881476