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~isPartOf:"Cambridge-INET working papers"
~subject:"Faktorenanalyse"
~subject:"bias correction"
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Faktorenanalyse
bias correction
Market microstructure
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
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Chen, Jia
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Linton, Oliver
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2021
Persistent link: https://www.econbiz.de/10013259517
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Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
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2019
Persistent link: https://www.econbiz.de/10012703138
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