Publication Type
Journal Article
Version
publishedVersion
Publication Date
2006
Discipline
Econometrics
Research Areas
Econometrics
Publication
Journal of Business and Economic Statistics
Volume
24
Issue
2
First Page
202
Last Page
208
ISSN
0735-0015
Publisher
American Statistical Association
Citation
PHILLIPS, Peter C. B. and YU, Jun.
Realized Variance and Market Microstructure Noise - Comment. (2006). Journal of Business and Economic Statistics. 24, (2), 202-208.
Available at: https://ink.library.smu.edu.sg/soe_research/355
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