Title of article
Separating microstructure noise from volatility
Author/Authors
Federico M. Bandi، نويسنده , , Jeffrey R. Russell، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
38
From page
655
To page
692
Keywords
Volatility , Volatility timing , Microstructure noise , High frequency data
Journal title
Journal of Financial Economics
Serial Year
2006
Journal title
Journal of Financial Economics
Record number
257816
Link To Document