著者名,論文名,雑誌名,ISSN,出版者名,出版日付,巻,号,ページ,URL,URL(DOI)
,"Statistical Properties of Covariance Estimator of Microstructure Noise : Dependence, Rare Jumps and Endogeneity","World Scientific""Recent Advances in Financial Engineering""",,,2009,,,201-218,https://cir.nii.ac.jp/crid/1010000782441803538,