TY  - BOOK
AU  - Ait-Sahalia,Yacine
AU  - Mykland,Per Aslak
AU  - Zhang,Lan
TI  - Ultra high frequency volatility estimation with dependent microstructure noise
T2  - Discussion paper. Serie 1: economic studies
SN  - 386558084X
U1  - 332.63222 21
PY  - 2005///
CY  - Frankfurt and Main
PB  - Deutsche Bundesbank
KW  - VOLATILIDAD FINANCIERA
KW  - ANALISIS ECONOMETRICO
N1  - Bibliografía: p. 22-23
UR  - http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2005/2005_09_12_dkp_30.pdf?__blob=publicationFile
ER  -