@inbook{03624722552f47359622f0e1b120d3c3,
title = "Likelihood-Based Volatility Estimators in the Presence of Market Microstructure Noise",
keywords = "Covariance estimation, Empirical application, stock and commodity futures, Likelihood-based volatility estimators, microstructure noise",
author = "Yacine A{\"i}t-Sahalia and Dacheng Xiu",
year = "2012",
month = mar,
day = "27",
doi = "10.1002/9781118272039.ch14",
language = "English (US)",
isbn = "9780470872512",
pages = "347--361",
booktitle = "Handbook of Volatility Models and Their Applications",
publisher = "John Wiley and Sons",
}