Information Loss in Volatility Measurement with Flat Price Trading

Peter Phillips and Jun Yu

Levine's Bibliography from UCLA Department of Economics

Date: 2007-01-26
New Economics Papers: this item is included in nep-ets, nep-fmk and nep-mst
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Citations: View citations in EconPapers (5)

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http://cowles.econ.yale.edu/P/cd/d15b/d1598.pdf (application/pdf)

Related works:
Journal Article: Information loss in volatility measurement with flat price trading (2023)
Working Paper: Information Loss in Volatility Measurement with Flat Price Trading (2009)
Working Paper: Information Loss in Volatility Measurement with Flat Price Trading (2008)
Working Paper: Information Loss in Volatility Measurement with Flat Price Trading (2007)
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