micro-structure noise, the estimator diverges. Parametric and nonparametric methods can be adopted to account for the micro …-structure bias. Here we measure actual volatility using a model that takes account of micro-structure noise together with intra …

micro-structure noise, the estimator diverges. Parametric and nonparametric methods can be adopted to account for the micro …-structure bias. Here we measure actual volatility using a model that takes account of micro-structure noise together with intra …

micro-structure noise, the estimator diverges. Parametric and nonparametric methods can be adopted to account for the micro …-structure bias. Here we measure actual volatility using a model that takes account of micro-structure noise together with intra …

micro-structure noise, the estimator diverges. Parametric and nonparametric methods can be adopted to account for the micro …-structure bias. Here we measure actual volatility using a model that takes account of micro-structure noise together with intra …