Microstructure Noise, Realized Variance, and Optimal Sampling
| Year of publication: |
2008
|
|---|---|
| Authors: | Bandi ; Russell |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 75.2008, 2, p. 339-370
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