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 (Unpublished)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)

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

77342

Deposited By:

ep_importer_pure

Deposited On:

22 Dec 2015 12:02

Refereed?:

Published?:

Unpublished

Last Modified:

19 Oct 2024 23:59

URI:

https://eprints.lancs.ac.uk/id/eprint/77342