@misc{DieboldStrasser2008,
  author    = {Francis X. Diebold and Georg H. Strasser},
  title     = {On the correlation structure of microstructure noise in theory and practice},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,32},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2008, 32},
  type      = {workingpaper},
  year        = {2008},
}