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Comment on "Realized Variance and Market Microstructure Noise" by Peter R. Hansen and Asger Lunde
Authors
Peter C. B. PHILLIPS
Jun YU
Publication date
1 September 2005
Publisher
SMU Economics and Statistics Working Paper Series, No. 13-2005
Abstract
Abstract is not available.
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Institutional Knowledge at Singapore Management University
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Last time updated on 05/02/2021
Institutional Knowledge at Singapore Management University
See this paper in CORE
Go to the repository landing page
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Last time updated on 19/08/2013
