The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
| Year of publication: |
2006
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Frederiksen, Per Houmann ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 24.2006, 2, p. 173-178
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