[Realized Variance and Market Microstructure Noise]: Comment
Torben G. Andersen, Tim Bollerslev, Per Houmann Frederiksen and Morten Ørregaard NielsenVolume:
24
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27638863
Date:
April, 2006
File:
PDF, 1.17 MB
english, 2006