A ReMeDI for Microstructure Noise
Published in Econometrica, 90(1): 367–389, 2022
Recommended citation: Li, Z. M., & Linton, O. (2022). "A ReMeDI for Microstructure Noise." Econometrica, 90(1), 367–389.
Download Paper
Published in Econometrica, 90(1): 367–389, 2022
Recommended citation: Li, Z. M., & Linton, O. (2022). "A ReMeDI for Microstructure Noise." Econometrica, 90(1), 367–389.
Download Paper