Narrow search
Showing 1 - 3 of 3
Cover Image
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769457
Cover Image
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790675
Cover Image
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.; Strasser, Georg H. - 2008
We argue for incorporating the financial economics of market microstructure into the financial econometrics of asset …-Frequency Data ; Financial econometrics …
Persistent link: https://www.econbiz.de/10003831222