Corrigendum to ``Local mispricing and microstructural noise: a parametric perspective

DOI10.1016/j.jeconom.2023.01.002OpenAlexW4313649532MaRDI QIDQ2682969

Torben G. Andersen, Ilya Archakov, Nikolaus Hautsch, Gökhan Cebiroğlu

Publication date: 1 February 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.01.002

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Functional Estimation and Change Detection for Nonstationary Time Series

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