Realized Variance and Market Microstructure Noise - Comment

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Bibliographic Details
Main Authors: PHILLIPS, Peter C. B., YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
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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