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~isPartOf:"Cambridge-INET working papers"
~subject:"Faktorenanalyse"
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Faktorenanalyse
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
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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