Jumps in Equilibrium Prices and Market Microstructure Noise

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SSRN Electronic Journal 2008

Jumps in Equilibrium Prices and Market Microstructure Noise

Lee, Suzanne S., Mykland, Per A.
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Year:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1362005
File:
PDF, 395 KB
english, 2008
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