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

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

publisher = {Deutsche Bundesbank},

keywords = { Two Scales Realized Volatility , Theorie , Subsampling , High frequency data , Realized volatility , Market microstructure , Zeitreihenanalyse , Serial dependence , Mikrostrukturanalyse , Capital Asset Pricing Model },

year = {2005},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

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