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Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
Basel Awartani, Valentina Corradi and Walter DistasoVolume:
27
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27799081
Date:
April, 2009
File:
PDF, 2.29 MB
english, 2009