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
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- Discussion Papers In Economics And Business
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Discussion Papers In Economics And Business 2008
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Details 詳細情報について
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- CRID
- 1010282257419405956
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- Article Type
- journal article
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- Data Source
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- KAKEN