Local mispricing and microstructural noise: A parametric perspective
| Autor: | Andersen, Torben G., Archakov, Ilya, Cebiroglu, Gökhan, Hautsch, Nikolaus |
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| Zdroj: | In Journal of Econometrics October 2022 230(2):510-534 |
| Databáze: | ScienceDirect |
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