Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (Q3646972)
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scientific article; zbMATH DE number 5640052
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| English | Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations |
scientific article; zbMATH DE number 5640052 |
Statements
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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0.8332847952842712
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0.8206638097763062
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0.8138301372528076
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0.8119418621063232
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0.80586177110672
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