Detecting factors of quadratic variation in the presence of market microstructure noise
Crossref DOI link: https://doi.org/10.1007/s42081-020-00104-w
Published Online: 2021-02-04
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kunitomo, Naoto
Kurisu, Daisuke
Funding for this research was provided by:
JSPS (17H02513)
Text and Data Mining valid from 2021-02-04
Version of Record valid from 2021-02-04
Article History
Received: 25 August 2020
Accepted: 22 December 2020
First Online: 4 February 2021