High frequency market microstructure noise estimates and liquidity measures (Q1018630): Difference between revisions

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Latest revision as of 08:49, 30 July 2024

scientific article
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High frequency market microstructure noise estimates and liquidity measures
scientific article

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    High frequency market microstructure noise estimates and liquidity measures (English)
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    20 May 2009
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    market microstructure noise
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    robust volatility estimation
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    high frequency data
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    liquidity
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    stock returns
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    Identifiers

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