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- Subject Headingmicrostructure noise Nikkei 225 stock index non-tr...
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- Subject HeadingARFIMA GARCH Microstructure Noise Option Realized Volatility
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- Subject Headingput option pricing realized GARCH non-trading hours microstructure noise Nikkei 225 stock index
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- Subject HeadingRealized Variance Integrated Variance Microstructure Noise State Space Identification Ex...
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- Subject HeadingRealized Variance Integrated Variance Microstructure Noise State Space Identification Ex...
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- Subject Heading...ariance Market microstructure noise Nonsynchronous observations P...
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- Subject Heading...us observation Microstructure noise Cumulative covariance estimat...
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- Subject Heading...s) observation Microstructure noise
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- Subject Headingtest statistic market microstructure noise time-dependence nonsynchronou...
- Note (General)...ence of market microstructure noise. It is importa......s of the marketmicrostructure noises.
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- Subject Heading...g Flat trading Microstructure noise Quarticity function Realized ...
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- Subject Headinghigh-frequency data market microstructure noise realized volatility Japanese ...
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- Subject Heading...urrence market microstructure noise
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