Microstructure Noise, Realized Variance, and Optimal Sampling (Q3502142)

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Microstructure Noise, Realized Variance, and Optimal Sampling
scientific article

    Statements

    title
    Microstructure Noise, Realized Variance, and Optimal Sampling (English)
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    author
    Federico M. Bandi
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    Jeffrey R. Russell
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    publication date
    22 May 2008
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    Identifiers

    zbMATH DE Number
    5278200
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