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Article

Griffin, J.E. and Oomen, R.C.A. (2011) Covariance measurement in the presence of non-synchronous trading and market microstructure noise. Journal of Econometrics, 160 (1). pp. 58-68. ISSN 0304-4076. (The full text of this publication is not available from this repository)

Griffin, J.E. and Oomen, R.C.A. (2008) Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? Econometric Reviews, 27 (1-3). pp. 230-253. ISSN 0747-4938 . (The full text of this publication is not available from this repository)

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