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Title: A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise
Authors: Nagakura, Daisuke
Watanabe, Toshiaki  
Issue Date: Feb-2010
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 58 p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series No. 115
Language: eng
Text Version: publisher
RelationURI: http://gcoe.ier.hit-u.ac.jp/english/index.html
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

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