A ReMeDI for microstructure noise

Z. Merrick Li, Oliver Linton

Year of publication:	2022
Authors:	Li, Z. Merrick ; Linton, Oliver
Subject:	finite sample bias \| infill asymptotics \| Microstructure noise \| mixing sequence \| semimartingale \| serial dependence \| stable convergence \| Marktmikrostruktur \| Market microstructure \| Noise Trading \| Noise trading \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Stichprobenerhebung \| Sampling \| Systematischer Fehler \| Bias

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3982/ECTA17505 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012821689