Estimation of Calendar Effect in Microstructure Noise Using High-frequency Financial Data

SU Tao, ZHANG Zhiyuan

Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (6) : 892-906.

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Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (6) : 892-906. DOI: 10.20142/j.cnki.amas.202401073

Estimation of Calendar Effect in Microstructure Noise Using High-frequency Financial Data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2024, 47(6): 892-906 https://doi.org/10.20142/j.cnki.amas.202401073

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