A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise

标题
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
作者
关键词
-
出版物
JOURNAL OF ECONOMETRICS
Volume 203, Issue 2, Pages 187-222
出版商
Elsevier BV
发表日期
2017-12-06
DOI
10.1016/j.jeconom.2017.11.006

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