Open AccessOn the Correlation Structure of Microstructure Noise: A Financial Economic Approach
Author(s) -
Francis X. Diebold,
Georg Strasser
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w16469
Subject(s) - microstructure , correlation , noise (video) , business , financial structure , finance , computer science , mathematics , materials science , artificial intelligence , geometry , metallurgy , image (mathematics)