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VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS
Christian Yann Robert, Mathieu RosenbaumVolume:
22
Year:
2012
Language:
english
Pages:
32
DOI:
10.1111/j.1467-9965.2010.00454.x
File:
PDF, 765 KB
english, 2012