keyword Microstructure Noise / (1 Article)
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Writer : Seifoddini، jalal ؛ Roodposhti، Fraydoon Rahnamay ؛ Nikoomaram، Hashem ؛
Journal:Money and Economy»Fall 2015, Volume 10 - Number 4 Ranking: Science-Research/ISC (22 page(s) - From 29 to 50 )
Keywords:Microstructure NoiseHigh Frequency DataPortfolio SwitchingQuasimaximum Likelihood Estimation (QMLE)
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| Journal Money and Economy 1 |
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