Bandi, F.M and Russell, J.R <br/><br/>
Microstructure noise realized variance and optimal sampling 
 2008 

 -  2008 
 - 339-369  V.  75(2)  Issue.   263 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economics
<br/><br/><label>Subjects--Index Terms: </label>Realized variance;Microstructure noise;Financial asset prices;