@misc{AndersenCebirogluHautsch2017,
  author    = {Torben G. Andersen and G{\"o}khan Cebiroglu and Nikolaus Hautsch},
  title     = {Volatility, information feedback and market microstructure noise: a tale of two regimes},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 569},
  number    = {This Version: February 6, 2017},
  url       = {https://www.ifk-cfs.de/fileadmin/downloads/publications/wp/2017/CFS_WP_569.pdf},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {569},
  type      = {workingpaper},
  pages     = {54},
  year        = {2017},
}