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~person:"Diebold, Francis X."
~subject:"Econometrics"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Diebold, Francis X.
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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
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2
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
3
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
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