{"series_title":"Book of Abstracts","status":"public","date_created":"2018-10-11T12:20:17Z","user_id":"10075","year":"2014","department":[{"_id":"206"}],"author":[{"last_name":"Zhou","full_name":"Zhou, Chen","first_name":"Chen"},{"last_name":"Feng","full_name":"Feng, Yuanhua","id":"20760","first_name":"Yuanhua"}],"language":[{"iso":"eng"}],"_id":"4664","title":"Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD","conference":{"start_date":"6.12.2014","name":"Conference on Computational and Financial Econometrics","end_date":"8.12.2014","location":"University of Pisa, Italy"},"date_updated":"2022-01-06T07:01:17Z","citation":{"ama":"Zhou C, Feng Y. Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. 2014.","ieee":"C. Zhou and Y. Feng, “Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD.” 2014.","short":"C. Zhou, Y. Feng, (2014).","apa":"Zhou, C., &#38; Feng, Y. (2014). Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD. Presented at the Conference on Computational and Financial Econometrics, University of Pisa, Italy.","chicago":"Zhou, Chen, and Yuanhua Feng. “Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD.” Book of Abstracts, 2014.","bibtex":"@article{Zhou_Feng_2014, series={Book of Abstracts}, title={Data-driven estimation of realized kernels under dependent microstructure noise and further analysis using the Semi-FI-Log-ACD}, author={Zhou, Chen and Feng, Yuanhua}, year={2014}, collection={Book of Abstracts} }","mla":"Zhou, Chen, and Yuanhua Feng. <i>Data-Driven Estimation of Realized Kernels under Dependent Microstructure Noise and Further Analysis Using the Semi-FI-Log-ACD</i>. 2014."},"type":"conference"}