Microstructure Noise and Realized Variance in the Live Cattle Futures Market
| Year of publication: |
2018
|
|---|---|
| Authors: | Couleau, Anabelle ; Serra, Teresa ; Garcia, Philip |
| Published in: |
American Journal of Agricultural Economics. - Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 101.2018, 2 (27.07.), p. 563-578
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1093/ajae/aay052 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012274558