Appendix to Covariance Measurement in the Presence of Non-Synchronous Trading and Market Microstructure Noise
Year of publication: |
2009
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Authors: | Griffin, Jim E. |
Other Persons: | Oomen, Roel C. A. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Marktmikrostruktur | Market microstructure | Noise Trading | Noise trading | Theorie | Theory | Volatilität | Volatility |
Description of contents: |
This web-appendix provides further details on simulation design, additional empirical results, and an illustration of the proportional bias correction of RCLL
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Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1438825 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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