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;
Microstructure noise realized variance and optimal sampling 2008 - 2008 - 339-369 V. 75(2) Issue. 263
Economics
Realized variance;Microstructure noise;Financial asset prices;