{"doi":"10.2139/ssrn.506542","title":"Realized Variance and Market Microstructure Noise","abstract":null,"journal":"SSRN Electronic Journal","year":null,"id":30346,"datarank":9.133196432692152,"base_score":5.780743515792329,"endowment":5.780743515792329,"self_citation_contribution":0.8671115273688494,"citation_network_contribution":8.266084905323304,"self_endowment_contribution":0.8671115273688494,"citer_contribution":8.266084905323304,"corpus_percentile":null,"corpus_rank":null,"citation_count":323,"citer_count":200,"citers_with_citation_signal":200,"citers_with_endowment":200,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":null,"is_oa":false,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":165077,"name":"Asger Lunde","orcid":null,"position":1,"is_corresponding":false},{"id":165075,"name":"Peter Reinhard Hansen","orcid":null,"position":0,"is_corresponding":false}],"reference_count":0,"raw_metadata":{"has_enrichment":true,"base_score":5.780743515792329,"endowment":5.780743515792329,"datacite_reuse_total":0,"file_count":0,"downloads":0,"views":0,"has_version_chain":false,"is_dataset":false,"is_oa":false,"pmid":null,"pmcid":null,"openalex_id":"https://openalex.org/W2123060556","authors":[],"funders":[],"total_grants":0,"fwci":null,"citation_percentile":null,"influential_citations":0,"citation_trend":[{"year":2012,"count":12},{"year":2013,"count":20},{"year":2014,"count":15},{"year":2015,"count":20},{"year":2016,"count":22},{"year":2017,"count":19},{"year":2018,"count":11},{"year":2019,"count":12},{"year":2020,"count":12},{"year":2021,"count":22},{"year":2022,"count":17},{"year":2023,"count":10},{"year":2024,"count":6},{"year":2025,"count":7}],"oa_status":"green","license":null,"oa_locations":[{"url":"https://doi.org/10.2139/ssrn.506542","host_type":"repository"},{"url":"https://doi.org/10.2139/ssrn.506542","host_type":"repository"},{"url":"https://cdr.lib.unc.edu/record/uuid:d6b5e4e3-e9f9-4634-b948-812fd69fe8f8","host_type":"repository"},{"url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.467.3402","host_type":""},{"url":"http://www.ingentaconnect.com/content/asa/jbes/2006/00000024/00000002/art00001","host_type":"repository"},{"url":"https://pure.au.dk/portal/en/publications/6b2b7b90-5445-11db-b20b-000ea68e967b","host_type":""}],"fields_of_study":["Financial Risk and Volatility Modeling","Complex Systems and Time Series Analysis","Monetary Policy and Economic Impact"],"mesh_terms":[],"keywords":["Market microstructure","Variance (accounting)","Microstructure","Noise (video)","Econometrics","Business","Mathematics","Computer science","Materials science","Artificial intelligence","Composite material","Accounting","Finance"],"sdg_mappings":[{"sdg_number":0,"sdg_label":"Industry, innovation and infrastructure"}],"linked_datasets":[],"clinical_trials":[],"software_tools":[],"database_accessions":[],"source":"live","citation_network_status":"fetched"},"created_at":"2026-06-09T02:18:10.283275Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}