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 |
Online Resource
| 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