Microstructure noise realized variance and optimal sampling

Bandi, F.M and Russell, J.R

Microstructure noise realized variance and optimal sampling 2008 - 2008 - 339-369 V. 75(2) Issue. 263


Economics

Realized variance;Microstructure noise;Financial asset prices;

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City