Realized Variance and Microstructure Noise -- Comment
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Main Authors: | Phillips, Peter Charles Bonest, Yu, Jun |
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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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