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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Li, Yu-Ning"
~subject:"Share price"
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Li, Yu-Ning
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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