Concepedia

Jefirey R. Russell

JR

3

Publications

645

Citations

3

H-Index

2004

Active since

Affiliations

University of Chicago(Current)

Jefirey R. Russell is an author at University of Chicago specializing in time series econometrics, statistics, and econometrics.

Top concepts

Publications per year

2004–2008

3

Publications

3

Microstructure Noise, Realized Variance, and Optimal Sampling

Federico M. Bandi, Jefirey R. Russell · The Review of Economic Studies · 2008 · 617 citations

Full-information transaction costs ⁄

Federico M. Bandi, Jefirey R. Russell · 2004 · 14 citations

Market microstructure noise, integrated variance estimators, and the limitations of asymptotic approximations: a solution ⁄

Federico M. Bandi, Jefirey R. Russell · 2005 · 14 citations

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