Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (Q3646972): Difference between revisions
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scientific article
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English | Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations |
scientific article |
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Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (English)
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27 November 2009
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