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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    Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations
    scientific article; zbMATH DE number 5640052

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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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