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Microstructure noise components of the SandP 50...
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Accounting and Finance
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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Accounting, Finance, Governance and Banking
Asset Pricing and Financial Econometrics
Electronic data
Microstructure_noise_components_December_2015
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Microstructure noise components of the SandP 500 index: variation, persistence and distributions
Research output
:
Working paper
Unpublished
Overview
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Stephen John Taylor
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Publication date
2015
<mark>Original language</mark>
English