Realized Variance and Market Microstructure Noise - Comment
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Main Authors: | PHILLIPS, Peter C. B., 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/355 https://ink.library.smu.edu.sg/context/soe_research/article/1354/viewcontent/comment.pdf |
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Institution: | Singapore Management University |
Language: | English |
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