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A Unified Approach to Volatility Estimation in the Presence of Both Rounding and Random Market Microstructure Noise 学术活动
.A Unified Approach to Volatility Estimation in the Presence of Both Rounding and Random Market Microstructure Noise
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Empirical Analysis of Sequential Trade Models for Market Microstructure 学术活动
.Empirical Analysis of Sequential Trade Models for Market Microstructure
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Integrated covolatility matrix estimation for high dimensional diffusion processes in the presence of microstructure noise 学术活动
.Integrated covolatility matrix estimation for high dimensional diffusion processes in the presence of microstructure noise
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Statistical Properties of Microstructure Noise and Estimation of the Integrated Volatility 学术活动
.Statistical Properties of Microstructure Noise and Estimation of the Integrated Volatility
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