A state space approach to estimating the integrated variance and microstructure noise component
Author(s)
Bibliographic Information
A state space approach to estimating the integrated variance and microstructure noise component
(IMES discussion paper series, no. 2009-E-11)
Institute for Monetary and Economic Studies, Bank of Japan, 2009
- Other Title
-
IMES
Available at / 2 libraries
-
No Libraries matched.
- Remove all filters.
Search this Book/Journal
Note
Cover title
Bibliography: p. 26-27