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Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of Financial Economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10005478063
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Short-term interest rate dynamics: a spatial approach
Bandi, Federico M.
- In:
Journal of Financial Economics
65
(
2002
)
1
,
pp. 73-110
Persistent link: https://www.econbiz.de/10005122077
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