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  Parametric Estimates of High Frequency Market Microstructure Noise as an Unsystematic Risk

  Writer : Seifoddini، jalal ؛ Roodposhti، Fraydoon Rahnamay ؛ Nikoomaram، Hashem ؛

  Journal:Money and Economy»Fall 2015, Volume 10 - Number 4 Ranking Science-Research (Ministry of Science/ISC (‎22 page(s) - From 29 to 50 )

  Keywords:Microstructure NoiseHigh Frequency DataPortfolio SwitchingQuasimaximum Likelihood Estimation (QMLE)

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