Comment

Authors
Publication date 2006
Journal Journal of Business & Economic Statistics
Volume | Issue number 24 | 2
Pages (from-to) 195-202
Number of pages 8
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Note Comment on JBES invited address "Realized variance and market microstructure noise" by P.R. Hansen and A. Lunde
Language English
Published at https://doi.org/10.1198/073500106000000125
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