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 : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 27.2009, 2, p. 251-265
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