author = { Aït-Sahalia, Yacine AND Mykland, Per A. AND Zhang, Lan },

title = { Ultra high frequency volatility estimation with dependent microstructure noise },

publisher = {Dt. Bundesbank},

isbn = {386558084X},

keywords = { Mikrostrukturtheorie Kapitalmarkttheorie , Capital-Asset-Pricing-Modell , Zeitreihenanalyse },

year = {2005},

abstract = {Literaturverz. S. 22 - 23},

booktitle = {Diskussionspapier / Deutsche Bundesbank ; Reihe 1, Volkswirtschaftliche Studien ; 30/2005},

address = { Frankfurt am Main },

url = { http://slubdd.de/katalog?TN_libero_mab2 }