Work

Microstructure noise, realized volatility, and optimal sampling

Year: 2008

Type: article

Author: Federico M. Bandi

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1537675197

FWCI: 25.55

Cites: 15

Cited by: 87

Related to: 10