Estimation for high-frequency data under parametric market microstructure noise
Crossref DOI link: https://doi.org/10.1007/s10463-020-00762-3
Published Online: 2020-09-16
Published Print: 2021-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Clinet, Simon
Potiron, Yoann
Text and Data Mining valid from 2020-09-16
Version of Record valid from 2020-09-16
Article History
Received: 11 September 2019
Revised: 4 August 2020
First Online: 16 September 2020