Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
Year of publication: |
2009
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Authors: | Awartani, Basel ; Corradi, Valentina ; Distaso, Walter |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 27.2009, 2, p. 251-265
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Publisher: |
American Statistical Association |
Saved in:
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