TY  - JOUR
TI  - Realized Variance and Market Microstructure Noise
AU  - Peter Reinhard Hansen
AU  - Asger Lunde
JO  - Journal of Business and Economic Statistics
PY  - 2006
VL  - 24
IS  - 2
DO  - 10.1198/073500106000000071
UR  - https://doi.org/10.1198/073500106000000071
ER  -