Department of Economics and Business Economics

Kim Christensen

Bias-correcting the realised range-based variance in the presence of market microstructure noise

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
  • Centre for Research in Econometric Analysis of Time Series (CREATES)
Original languageEnglish
JournalFinance and Stochastics
Volume13
Issue2
Pages (from-to)239-268
ISSN0949-2984
DOIs
Publication statusPublished - 2009

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