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~person:"Kalnina, Ilze"
~person:"de Luna, Xavier"
~subject:"Market microstructure noise"
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Kalnina, Ilze
de Luna, Xavier
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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