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- W2062912553 abstract "Journal Article A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise Get access Daisuke Nagakura, Daisuke Nagakura Department of Economics, Keio University Search for other works by this author on: Oxford Academic Google Scholar Toshiaki Watanabe Toshiaki Watanabe Institute of Economic Research, Hitotsubashi University Search for other works by this author on: Oxford Academic Google Scholar Journal of Financial Econometrics, Volume 13, Issue 1, Winter 2015, Pages 45–82, https://doi.org/10.1093/jjfinec/nbt015 Published: 17 June 2013 Article history Received: 10 February 2010 Revision received: 30 January 2013 Accepted: 01 April 2013 Published: 17 June 2013" @default.
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- W2062912553 date "2013-06-17" @default.
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- W2062912553 title "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise" @default.
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