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isPartOf:"International journal of theoretical and applied finance"
subject:"Volatility"
~person:"Guhr, Thomas"
~subject:"Black-Scholes-Modell"
~subject:"Experiment"
~subject:"Theory"
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Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
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