Jumps in equilibrium prices and market microstructure noise
Year of publication: |
2012
|
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Authors: | Lee, Suzanne S. ; Mykland, Per A. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 168.2012, 2, p. 396-406
|
Subject: | Marktmikrostruktur | Market microstructure | Noise Trading | Noise trading | Theorie | Theory | CAPM | Volatilität | Volatility |
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