January 01, 2004 preprint Open access Realized Variance and Market Microstructure Noise SSRN Electronic Journal DOI: 10.2139/ssrn.506542 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 2 stored of 320 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Rate-Optimal Estimation of Mixed Semimartingales 2022 SSRN Electronic Journal preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Functional Estimation and Change Detection for Nonstationary Time Series 2021 Journal of the American Statistical Association article Decision Sciences Advanced Statistical Process Monitoring Open access 5 citations 2 results References 0