Journal Articles
Mathematical Finance
Year : 2012
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https://hal.science/hal-00661645
Submitted on : Friday, January 20, 2012-11:31:57 AM
Last modification on : Wednesday, February 8, 2023-5:10:51 PM
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- HAL Id : hal-00661645 , version 1
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M. Rosenbaum, C.Y. Robert. Volatility and covariation estimation when microstructure noise and trading times are endogenous. Mathematical Finance, 2012, 22 (1), pp.133-164. ⟨hal-00661645⟩
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