Information Loss in Volatility Measurement with Flat Price Trading

Peter C. B. Phillips () and Jun Yu ()

Levine's Bibliography from UCLA Department of Economics

New Economics Papers: this item is included in nep-ets, nep-fmk and nep-mst
Date: 2007-01-26
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Related works:
Working Paper: Information Loss in Volatility Measurement with Flat Price Trading (2007)
Working Paper: Information Loss in Volatility Measurement with Flat Price Trading (2009)
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