# A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise

> Research article (Journal of Econometrics, 2017) · cited 25× · AI/ML

**Wikidata**: [openalex:W3123379207](https://www.wikidata.org/wiki/openalex:W3123379207)  
**Source**: https://4ort.xyz/entity/a-unified-approach-to-volatility-estimation-in-the-presence-of-both-rounding-and-random-market-microstructure-noise