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Dr Merrick Lee

Recent Publications

Cambridge Working Papers in Economics

Li, Z. M., Laeven, R. J. A. and Vellekoop, M. H. Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data, (2019) CWPE1952
Merrick Li, Z., Linton, O Robust Measures of Microstructure Noise, (2019) CWPE1908

Dr Merrick Lee











INET Research Associate


Personal Site:
http://www.uva.nl/en/profile/l/i/z....
Contact Details
Email: ml882@cam.ac.uk
Room: 88

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