Journal Article

Comment on "Realized Variance and Market Microstructure Noise"

Journal of Business & Economic Statistics
Author(s)

Torben Gustav Andersen

Tim Bollerslev

Per Frederiksen

Morten Nielsen

Date Published: 2006
Citations: Andersen, Torben Gustav, Tim Bollerslev, Per Frederiksen, Morten Nielsen. 2006. Comment on "Realized Variance and Market Microstructure Noise". Journal of Business & Economic Statistics. (2)173-179.