✦ LIBER ✦

Microstructure Noise, Realized Variance, and Optimal Sampling

✍ Scribed by BANDI, F. M.; RUSSELL, J. R.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

[Realized Variance and Market Microstruc

✍ Yacine Aït-Sahalia, Per A. Mykland and Lan Zhang 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 870 KB

[Realized Variance and Market Microstruc

✍ Federico M. Bandi and Jeffrey R. Russell 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 967 KB

[Realized Variance and Market Microstruc

✍ Ole E. Barndorff-Nielsen and Neil Shephard 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 514 KB

[Realized Variance and Market Microstruc

✍ Francis X. Diebold 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 547 KB

[Realized Variance and Market Microstruc

✍ Eric Ghysels and Arthur Sinko 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 526 KB

Bias-corrected realized variance under d

✍ Kosuke Oya 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 391 KB