Best Quadratic Unbiased Estimators of Integrated Variance in…

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2010
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  • DOI 10.2139/ssrn.1714751
  • OpenAlex ID W2114164448
  • Type Preprint
  • Language EN
  • Published 01 Jan 2010
  • Source SSRN Electronic Journal
  • Publisher RELX Group (Netherlands)
  • Countries 1
  • Institutions 1
  • Added 24 Jun 2016
  • Updated 31 Oct 2026
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Best Quadratic Unbiased Estimators of Integrated Variance in the Presence of Market Microstructure Noise

Preprint 2010 EN Green

21

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30

References

1

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1 Yixiao Sun Corresponding University of California San D… (US)
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