Microstructure noise components of the SandP 500 index:variation, persistence and distributions

Taylor, Stephen John (2015) Microstructure noise components of the SandP 500 index:variation, persistence and distributions. Working Paper. UNSPECIFIED. (Unpublished)

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Item Type:
Monograph (Working Paper)
ID Code:
77342
Deposited By:
Deposited On:
22 Dec 2015 12:02
Refereed?:
No
Published?:
Unpublished
Last Modified:
12 Jul 2020 02:14