On the Correlation Structure of Microstructure Noise: A Financial Economic Approach

DOI10.1093/restud/rdt008zbMath1405.91703OpenAlexW3122797432MaRDI QIDQ4610613

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Publication date: 23 January 2019

Published in: (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp693.pdf

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