Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
- 1 January 2011
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 160 (1) , 145-159
- https://doi.org/10.1016/j.jeconom.2010.03.027
Abstract
No abstract availableKeywords
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