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