This article investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a ...

Many techniques in survey sampling depend on the possession of information about an auxiliary variable x, or a vector of auxiliary variables, available for the entire population. Regression estimates ...

Ali Hussain has a background that consists of a career in finance with large financial institutions and in journalism covering business. Vikki Velasquez is a researcher and writer who has managed, ...