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~isPartOf:"The review of financial studies"
~person:"Aït-Sahalia, Yacine"
~subject:"Marktmikrostruktur"
~subject:"Volatilität"
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Aït-Sahalia, Yacine
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The review of financial studies
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How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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