How often to sample a continuous-time process in the presence of market microstructure noise:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9611 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 51 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV023590247 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:26Z |
| indexdate | 2024-07-09T21:25:08Z |
| institution | BVB |
| language | English |
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| physical | 51 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
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| publisher | National Bureau of Economic Research |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut How often to sample a continuous-time process in the presence of market microstructure noise Yacine Aït-Sahalia ; Per A. Mykland Cambridge, Mass. National Bureau of Economic Research 2003 51 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9611 Mathematisches Modell Corporate profits Securities Mathematical models Stock exchanges Mathematical models Mykland, Per A. Verfasser (DE-588)124786138 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9611 (DE-604)BV002801238 9611 http://papers.nber.org/papers/w9611.pdf kostenfrei Volltext |
| spellingShingle | Aït-Sahalia, Yacine Mykland, Per A. How often to sample a continuous-time process in the presence of market microstructure noise National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Corporate profits Securities Mathematical models Stock exchanges Mathematical models |
| title | How often to sample a continuous-time process in the presence of market microstructure noise |
| title_auth | How often to sample a continuous-time process in the presence of market microstructure noise |
| title_exact_search | How often to sample a continuous-time process in the presence of market microstructure noise |
| title_exact_search_txtP | How often to sample a continuous-time process in the presence of market microstructure noise |
| title_full | How often to sample a continuous-time process in the presence of market microstructure noise Yacine Aït-Sahalia ; Per A. Mykland |
| title_fullStr | How often to sample a continuous-time process in the presence of market microstructure noise Yacine Aït-Sahalia ; Per A. Mykland |
| title_full_unstemmed | How often to sample a continuous-time process in the presence of market microstructure noise Yacine Aït-Sahalia ; Per A. Mykland |
| title_short | How often to sample a continuous-time process in the presence of market microstructure noise |
| title_sort | how often to sample a continuous time process in the presence of market microstructure noise |
| topic | Mathematisches Modell Corporate profits Securities Mathematical models Stock exchanges Mathematical models |
| topic_facet | Mathematisches Modell Corporate profits Securities Mathematical models Stock exchanges Mathematical models |
| url | http://papers.nber.org/papers/w9611.pdf |
| volume_link | (DE-604)BV002801238 |
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