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Microstructure noise components of the SandP 500 index: variation, persistence and distributions

Research output: Working paper

Unpublished

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Microstructure noise components of the SandP 500 index: variation, persistence and distributions. / Taylor, Stephen John.
2015.

Research output: Working paper

Harvard

Taylor, SJ 2015 'Microstructure noise components of the SandP 500 index: variation, persistence and distributions'.

APA

Taylor, S. J. (2015). Microstructure noise components of the SandP 500 index: variation, persistence and distributions.

Vancouver

Taylor SJ. Microstructure noise components of the SandP 500 index: variation, persistence and distributions. 2015.

Author

Taylor, Stephen John. / Microstructure noise components of the SandP 500 index : variation, persistence and distributions. 2015.

Bibtex

@techreport{9f92f8e05ae545329996c3dff79c82fb,
title = "Microstructure noise components of the SandP 500 index: variation, persistence and distributions",
author = "Taylor, {Stephen John}",
year = "2015",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Microstructure noise components of the SandP 500 index

T2 - variation, persistence and distributions

AU - Taylor, Stephen John

PY - 2015

Y1 - 2015

M3 - Working paper

BT - Microstructure noise components of the SandP 500 index

ER -