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~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~person:"Li, Z. Merrick"
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Li, Z. Merrick
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Econometric theory
Journal of econometrics
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
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