Realized Variance and Market Microstructure Noise
| Year of publication: |
2006
|
|---|---|
| Authors: | Hansen, Peter R. ; Lunde, Asger |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 24.2006, April, p. 127-161
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005170862