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Disentangling Sources of High Frequency Market Microstructure Noise - MaRDI portal

Disentangling Sources of High Frequency Market Microstructure Noise

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Publication:6617733

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DOI10.1080/07350015.2019.1617158zbMath1547.62683MaRDI QIDQ6617733

Simon Clinet, Yoann Potiron

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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