A Test for Dependence and Covariance Estimator of Market Microstructure Noise
Bibliographic Information
- Title
- A Test for Dependence and Covariance Estimator of Market Microstructure Noise
- Author
- Kosuke Oya(with Ubukata 共著)
Journal
-
- Discussion Papers In Economics And Business
-
Discussion Papers In Economics And Business 2008
