Jacod, Jean
Mykland, Per A.
Funding for this research was provided by:
U.S. National Science Foundation (SES 11-24526)
U.S. National Science Foundation (DMS 14-07812)
This article is maintained by: Elsevier
Article Title: Microstructure noise in the continuous case: Approximate efficiency of the adaptive pre-averaging method
Journal Title: Stochastic Processes and their Applications
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.spa.2015.02.005
Content Type: article
Copyright: Copyright © 2015 The Authors. Published by Elsevier B.V.