Yano, T. (2024). State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise.
Chicago Style (17th ed.) CitationYano, Toru. State Space Model of Realized Volatility Under the Existence of Dependent Market Microstructure Noise. 2024.
MLA (9th ed.) CitationYano, Toru. State Space Model of Realized Volatility Under the Existence of Dependent Market Microstructure Noise. 2024.
Warning: These citations may not always be 100% accurate.