Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
| Year of publication: |
2008
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|---|---|
| Authors: | Griffin, Jim ; Oomen, Roel |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 27.2008, 1-3, p. 230-253
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