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~isPartOf:"Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering"
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Statistical properties of covariance estimator of microstructure noise : dependence, rare jumps and endogeneity
Ubukata, Masato
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Oya, Kosuke
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 201-218)
.
2009
Persistent link: https://www.econbiz.de/10003871191
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