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Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde

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Author Info
Peter C. B. Phillips () (Yale University)
Jun Yu () (School of Economics and Social Sciences, Singapore Management University)

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Abstract

We find ourselves very much in agreement with the thrust of HL’s message concerning the complexity induced by microstructure noise. In particular, we agree that noise is time dependent and correlated with the efficient price - features that in our view are a necessary consequence of the observed form of market transactions, as we have argued above - and that the properties of noise inevitably evolve over time, again just as the efficient price is itself evolutionary. We further agree that microstructure noise cannot be accommodated by simple specifications. Since microstructure noise at ultra high infill sampling frequencies often off-sets the actual transactions data to the latent efficient price, the complexity of microstructure noise includes local nonstationarity and perfect correlation with the efficient price. These are properties that are not permitted in the models and methods presently used in the literature. However, there are empirical procedures that are capable of addressing these additional complexities as we have indicated in parts of our discussion. We join the authors in saying there is still much to do in this exciting field and we look forward to further developments that build on the work they and others have done recently.

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Paper provided by Singapore Management University, School of Economics in its series Working Papers with number 13-2005.

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Length: 17 pages
Date of creation: Sep 2005
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Publication status: Published in SMU Economics and Statistics Working Paper Series
Handle: RePEc:siu:wpaper:13-2005

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  1. Yacine Aït-Sahalia, 2005. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(2), pages 351-416. [Downloadable!] (restricted)
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  2. Zhang, Lan & Mykland, Per A. & Ait-Sahalia, Yacine, 2005. "A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1394-1411, December. [Downloadable!] (restricted)
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  3. Yacine Ait-Sahalia & Per A. Mykland & Lan Zhang, 2005. "Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise," NBER Working Papers 11380, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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