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High-Frequency Volatility Estimation and the Relative Importance of Market Microstructure Variables: An Autoregressive Conditional Intensity Approach

https://doi.org/10.2139/ssrn.2665639
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At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

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The 4 references without a DOI — listed, not checked
no DOI — not checkedref22
no DOI — not checkedAsymptotic Theory for Renewal Based High-Frequency Volatility Estimation
no DOI — not checkedref50
no DOI — not checkedref51
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