@article{
  author = {Seifoddini, Jalal, Rahnamay Roodposhti, F., Nikoomaram, Hashem},
  title = {High Frequency Market Microstructure Noise Estimates and Inference Regarding Returns: a portfolio switching approach},
  journal = {Financial Knowledge of Securities Analysis},
  year = {2017},
  volume = {10},
  number = {34},
  pages = {1-12},
  doi = {}
}