VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS

Published 2010 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS
Authors
Keywords
-
Journal
MATHEMATICAL FINANCE
Volume 22, Issue 1, Pages 133-164
Publisher
Wiley
Online
2010-10-19
DOI
10.1111/j.1467-9965.2010.00454.x
References
View 4 related references

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.