Noise and efficient variance in the Indonesia Stock Exchange
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Cited by:
- Sharma, Susan Sunila & Thuraisamy, Kannan & Madyan, Muhammad & Laila, Nisful, 2019. "Evidence of price discovery on the Indonesian stock exchange," Economic Modelling, Elsevier, vol. 83(C), pages 2-7.
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Keywords
Realized variance Optimal sampling frequency Noise Efficient variance;Statistics
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