Taylor, Stephen John (2015) Microstructure noise components of the SandP 500 index : variation, persistence and distributions. Working Paper. UNSPECIFIED. (Unpublished)
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Microstructure_noise_components_December_2015.pdf
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Microstructure_noise_components_December_2015.pdf
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Download (390kB)
Item Type:
Monograph
(Working Paper)
Departments:
ID Code:
77342
Deposited By:
Deposited On:
22 Dec 2015 12:02
Refereed?:
No
Published?:
Unpublished
Last Modified:
07 Aug 2024 00:49