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~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Schätzung"
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Schätzung
Noise Trading
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Noise trading
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Market microstructure
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Marktmikrostruktur
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Börsenkurs
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Estimation theory
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high frequency data
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2004
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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