Separating spins by dwell time of electrons across a magnetic microstructure
نویسندگان
چکیده
منابع مشابه
Separating microstructure noise from volatility∗
There are two variance components embedded in the returns constructed using high-frequency asset prices: the time-varying variance of the unobservable efficient returns that would prevail in a frictionless economy and the variance of the equally unobservable microstructure noise. Using sample moments of high-frequency return data recorded at different frequencies, we provide a simple and robust...
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ژورنال
عنوان ژورنال: Results in Physics
سال: 2020
ISSN: 2211-3797
DOI: 10.1016/j.rinp.2020.103375