Skip to main content
Kent Academic Repository

Browse by Person (creator, editor, contributor, etc.)

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 2.

Article

Griffin, Jim E. and Oomen, Roel 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. (doi:https://doi.org/10.1016/j.jeconom.2010.03.015) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Griffin, Jim E. and Oomen, Roel 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. (doi:https://doi.org/10.1080/07474930701873341) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

This list was generated on Wed May 8 04:03:41 2019 BST.