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Realized Variance and Market Microstructure Noise

Listed author(s):
  • Hansen, Peter R.
  • Lunde, Asger

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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 24 (2006)
Issue (Month): (April)
Pages: 127-161

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Handle: RePEc:bes:jnlbes:v:24:y:2006:p:127-161
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