ON THE CORRELATION STRUCTURE OF MICROSTRUCTURE NOISE: A FINANCIAL ECONOMIC APPROACH
| Year of publication: |
2010
|
|---|---|
| Authors: | Diebold, Francis X ; Strasser, Georg |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2010, 16469
|