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Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisKommentar/debatForskning

Standard

Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A. / Barndorff-Nielsen, O. E.; Shephard, N.

I: Journal of Business and Economic Statistics, Bind 24, Nr. 2, 2006, s. 179-181.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisKommentar/debatForskning

Harvard

Barndorff-Nielsen, OE & Shephard, N 2006, 'Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A.', Journal of Business and Economic Statistics, bind 24, nr. 2, s. 179-181.

APA

Barndorff-Nielsen, O. E., & Shephard, N. (2006). Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A. Journal of Business and Economic Statistics, 24(2), 179-181.

CBE

Barndorff-Nielsen OE, Shephard N. 2006. Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A. Journal of Business and Economic Statistics. 24(2):179-181.

MLA

Barndorff-Nielsen, O. E. og N. Shephard. "Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A.". Journal of Business and Economic Statistics. 2006, 24(2). 179-181.

Vancouver

Barndorff-Nielsen OE, Shephard N. Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A. Journal of Business and Economic Statistics. 2006;24(2):179-181.

Author

Barndorff-Nielsen, O. E. ; Shephard, N. / Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A. I: Journal of Business and Economic Statistics. 2006 ; Bind 24, Nr. 2. s. 179-181.

Bibtex

@article{a3d61fe005db11dfb95d000ea68e967b,
title = "Comment on {"}Realized variance and market microstructure noise{"} by Hansen, P. and Lunde. A.",
author = "Barndorff-Nielsen, {O. E.} and N. Shephard",
year = "2006",
language = "English",
volume = "24",
pages = "179--181",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis Inc.",
number = "2",

}

RIS

TY - JOUR

T1 - Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A.

AU - Barndorff-Nielsen, O. E.

AU - Shephard, N.

PY - 2006

Y1 - 2006

M3 - Comment/debate

VL - 24

SP - 179

EP - 181

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 2

ER -