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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Details 詳細情報について

  • CRID
    1010282257419405956
  • Article Type
    journal article
  • Data Source
    • KAKEN

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