High frequency market microstructure noise estimates and liquidity measures (Q1018630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High frequency market microstructure noise estimates and liquidity measures |
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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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