Microstructure Noise, Realized Variance, and Optimal Sampling
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- 1 April 2008
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 75 (2) , 339-369
- https://doi.org/10.1111/j.1467-937x.2008.00474.x
Abstract
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This publication has 34 references indexed in Scilit:
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