%0 Journal Article %1 Mancino2008 %A Mancino, M. E. %A Sanfelici, S. %D 2008 %J Computational Statistics & Data Analysis %K Integrated volatility %N 6 %P 2966--2989 %T Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise %U http://www.sciencedirect.com/science/article/B6V8V-4PC3VCH-1/1/647b07afe63b8b088680059b2d67a5db %V 52

@article{Mancino2008, added-at = {2008-04-23T14:55:19.000+0200}, author = {Mancino, M. E. and Sanfelici, S.}, biburl = {https://www.bibsonomy.org/bibtex/2dc0d09df4b78260359072411d860e33a/smicha}, day = 20, interhash = {a38c94f765b9040ddc7f4a922b819141}, intrahash = {dc0d09df4b78260359072411d860e33a}, journal = {Computational Statistics \& Data Analysis}, keywords = {Integrated volatility}, month = Feb, number = 6, pages = {2966--2989}, timestamp = {2008-04-23T14:59:09.000+0200}, title = {Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise}, url = {http://www.sciencedirect.com/science/article/B6V8V-4PC3VCH-1/1/647b07afe63b8b088680059b2d67a5db}, volume = 52, year = 2008 }