000 | 00533nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aBandi, F.M and Russell, J.R | ||
240 | _aREVIEW OF ECONOMIC STUDIES (Q) | ||
245 | _aMicrostructure noise realized variance and optimal sampling | ||
246 | _f2008 | ||
260 | _c2008 | ||
300 |
_bV. 75(2) _cIssue. 263 _a339-369 |
||
366 | _b2008 | ||
366 | _bApril | ||
650 | _aEconomics | ||
653 | _aRealized variance;Microstructure noise;Financial asset prices; | ||
942 | _cJA | ||
999 |
_c45937 _d45937 |