Disentangling Sources of High Frequency Market...

Journal of Business and Economic Statistics 2019 / 06

Disentangling Sources of High Frequency Market Microstructure Noise

Clinet, Simon, Potiron, Yoann
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Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2019.1617158
Date:
June, 2019
File:
PDF, 1.24 MB
english, 2019
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