[Realized Variance and Market Microstructure Noise]: Comment
Eric Ghysels and Arthur Sinko
- 期刊名称Journal of Business & Economic Statistics
- 作者Eric Ghysels and Arthur Sinko
- 卷第24卷
- 期第2期
- 印刷ISSN0735-0015
- 文件大小526.21KB
- 发表时间2006-04
- DOI10.2307/27638867
- 页码192-194