skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Explore Research Products in the PAR
It may take a few hours for recently added research products to appear in PAR search results.


Title: Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Award ID(s):
1713129
PAR ID:
10064123
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Journal of Econometrics
Volume:
200
Issue:
1
ISSN:
0304-4076
Page Range / eLocation ID:
79 to 103
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
No document suggestions found
  • Citation Formats
  • MLA
  • APA
  • Chicago
  • BibTeX
  • Save / Share this Record
  • Send to Email