Estimation for high-frequency data under parametric market microstructure noise
Work
Year: 2020
Type: article
Authors Simon Clinet, Yoann Potiron
Institution Keio University
Cites: 82
Cited by: 13
Related to: 10
FWCI: 1.306
Citation percentile (by year/subfield): 82.45
Subfield: Finance
Domain: Social Sciences
Open Access status: closed