Assessing Market Microstructure Effects via Realized...

Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks

Basel Awartani, Valentina Corradi and Walter Distaso
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Volume:
27
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27799081
Date:
April, 2009
File:
PDF, 2.29 MB
english, 2009
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