Realized Variance and Market Microstructure Noise - Comment
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2006
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sg-smu-ink.soe_research-13542012-10-11T01:18:08Z Realized Variance and Market Microstructure Noise - Comment PHILLIPS, Peter C. B. YU, Jun 2006-01-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/355 https://ink.library.smu.edu.sg/context/soe_research/article/1354/viewcontent/comment.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ 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 C. B. YU, Jun Realized Variance and Market Microstructure Noise - Comment |
| format |
text |
| author |
PHILLIPS, Peter C. B. YU, Jun |
| author_facet |
PHILLIPS, Peter C. B. YU, Jun |
| author_sort |
PHILLIPS, Peter C. B. |
| title |
Realized Variance and Market Microstructure Noise - Comment |
| title_short |
Realized Variance and Market Microstructure Noise - Comment |
| title_full |
Realized Variance and Market Microstructure Noise - Comment |
| title_fullStr |
Realized Variance and Market Microstructure Noise - Comment |
| title_full_unstemmed |
Realized Variance and Market Microstructure Noise - Comment |
| title_sort |
realized variance and market microstructure noise - comment |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2006 |
| url |
https://ink.library.smu.edu.sg/soe_research/355 https://ink.library.smu.edu.sg/context/soe_research/article/1354/viewcontent/comment.pdf |
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1770569132538855424 |