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subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~person:"Chen, Richard Y."
~subject:"Deutschland"
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Chen, Richard Y.
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Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
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