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~person:"Strasser, Georg H."
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Strasser, Georg H.
McAleer, Michael
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Lee, Cheng F.
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Ling, Shiqing
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Diebold, Francis X.
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Pedersen, Rasmus Søndergaard
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Steland, Ansgar
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Ye, Mao
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Asai, Manabu
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Aït-Sahalia, Yacine
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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
;
Strasser, Georg H.
-
2008
We argue for incorporating the financial economics of market microstructure into the
financial
econometrics
of asset …
Persistent link: https://www.econbiz.de/10010303673
Saved in:
2
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
;
Strasser, Georg H.
-
Center for Financial Studies
-
2008
We argue for incorporating the financial economics of market microstructure into the
financial
econometrics
of asset …
Persistent link: https://www.econbiz.de/10010958580
Saved in:
3
On the Correlation Structure of Microstructure Noise in Theory and Practice
Diebold, Francis X.
;
Strasser, Georg H.
-
Department of Economics, University of Pennsylvania
-
2008
We argue for incorporating the financial economics of market microstructure into the
financial
econometrics
of asset …
Persistent link: https://www.econbiz.de/10005126693
Saved in:
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