Realized Variance and Microstructure Noise -- Comment

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Main Authors: Phillips, Peter Charles Bonest, Yu, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
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Online Access:https://ink.library.smu.edu.sg/soe_research/353
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.soe_research-13522010-09-23T05:48:03Z Realized Variance and Microstructure Noise -- Comment Phillips, Peter Charles Bonest Yu, Jun 2006-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/353 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Econometrics
spellingShingle Econometrics
Phillips, Peter Charles Bonest
Yu, Jun
Realized Variance and Microstructure Noise -- Comment
format text
author Phillips, Peter Charles Bonest
Yu, Jun
author_facet Phillips, Peter Charles Bonest
Yu, Jun
author_sort Phillips, Peter Charles Bonest
title Realized Variance and Microstructure Noise -- Comment
title_short Realized Variance and Microstructure Noise -- Comment
title_full Realized Variance and Microstructure Noise -- Comment
title_fullStr Realized Variance and Microstructure Noise -- Comment
title_full_unstemmed Realized Variance and Microstructure Noise -- Comment
title_sort realized variance and microstructure noise -- comment
publisher Institutional Knowledge at Singapore Management University
publishDate 2006
url https://ink.library.smu.edu.sg/soe_research/353
_version_ 1770569131991498752