Statistical Properties of Microstructure Noise
Year of publication: |
2017
|
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Authors: | Jacod, Jean |
Other Persons: | Li, Yingying (contributor) ; Zheng, Xinghua (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Marktmikrostruktur | Market microstructure | Noise Trading | Noise trading | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Econometrica, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 20, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2212119 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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