%0 Journal Article %1 Nielsen2008 %A Nielsen, Morten Ørregaard %A Frederiksen, Per %D 2008 %J Journal of Empirical Finance %K Bid-ask bounce %N 2 %P 265--286 %T Finite sample accuracy and choice of sampling frequency in integrated volatility estimation %U http://www.sciencedirect.com/science/article/B6VFG-4NTBFH3-8/1/284b544357883584c8ac395849e13b10 %V 15

@article{Nielsen2008, added-at = {2008-04-23T22:05:04.000+0200}, author = {Nielsen, Morten {\O}rregaard and Frederiksen, Per}, biburl = {https://www.bibsonomy.org/bibtex/2172c386dae51879736231be567c1e5fb/smicha}, interhash = {0ca86d8f891511fd069ebff230cb958b}, intrahash = {172c386dae51879736231be567c1e5fb}, journal = {Journal of Empirical Finance}, keywords = {Bid-ask bounce}, month = Mar, number = 2, pages = {265--286}, timestamp = {2008-04-23T22:21:10.000+0200}, title = {Finite sample accuracy and choice of sampling frequency in integrated volatility estimation}, url = {http://www.sciencedirect.com/science/article/B6VFG-4NTBFH3-8/1/284b544357883584c8ac395849e13b10}, volume = 15, year = 2008 }