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Mykland, Per A.
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The review of financial studies
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How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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2
Jumps in financial markets : a new nonparametric test and jump dynamics
Lee, Suzanne S.
;
Mykland, Per A.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2535-2563
Persistent link: https://www.econbiz.de/10003805074
Saved in:
3
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2013
)
2
,
pp. 351-350
Persistent link: https://www.econbiz.de/10010114501
Saved in:
4
Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Lee, Suzanne S.
;
Mykland, Per A.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2535-2564
Persistent link: https://www.econbiz.de/10008152468
Saved in:
5
Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
Lee, Suzanne S.
;
Mykland, Per A.
- In:
The review of financial studies
21
(
2013
)
6
,
pp. 2535-2534
Persistent link: https://www.econbiz.de/10010114003
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