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Realized Variance and Market Microstructure Noise: Comment.

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APA Style

Barndorff-Nielsen, O., & Shephard, N. (2006). Realized Variance and Market Microstructure Noise: Comment. Journal of Business and Economic Statistics, 24.

MLA Style

Barndorff-Nielsen, O., and N. Shephard. “Realized Variance and Market Microstructure Noise: Comment.” Journal of Business and Economic Statistics, vol. 24, 2006.

Chicago Style

Barndorff-Nielsen, O, and N Shephard. 2006. “Realized Variance and Market Microstructure Noise: Comment.” Journal of Business and Economic Statistics 24.
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Bibliographic Details

Journal:: Journal of Business and Economic Statistics
Volume:: 24
Publication date:: 2006-01-01
ISSN:: 0735-0015

Item Description

Language:: English
UUID:: uuid:c57637b1-8099-4cbb-ac73-fdfdde5843ce
Local pid:: oai:economics.ouls.ox.ac.uk:10833
Deposit date:: 2011-08-16

Terms of use

Copyright date:: 2006

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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