en
{{ search | replaceEmpty }}

A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects

A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects

AuthorD. Sornette, A. Saichev
JournalInternational Journal of Modern Physics C
Date1 Jan. 2014
CategoryAcademic Publications
Volumevol. 25, pp 1450012 – 1450048

Swiss Finance Institute - Geneva

University of Geneva
42, Bd du Pont d`Arve
CH-1211 Geneva 4

Phone: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Phone: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
en