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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ferrer-i-Carbonell, Ada"
~person:"McAleer, Michael"
~person:"Watanabe, Toshiaki"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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