Implications of market microstructure for realized variance measurement
| Year of publication: |
2010
|
|---|---|
| Authors: | Djupsjobacka, Daniel |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 16.2010, 1, p. 27-44
|