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Jefirey R. Russell · Study

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Jefirey R. Russell

1 works· latest 2008· 1 institutionscluster: provisional

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Citations598

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Microstructure Noise, Realized Variance, and Optimal Sampling2008 · 598 citations

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Microstructure Noise, Realized Variance, and Optimal Sampling

The Review of Economic Studies·2008·2 authors

598citations