Separating microstructure noise from volatility
Year of publication: |
2006
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Authors: | Bandi, Federico M. ; Russell, Jeffrey R. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 79.2006, 3, p. 655-692
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