Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q60729235 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Econometric modelling of stock market intraday activity. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Dependence structures for multivariate high-frequency data in finance / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank | |||
Normal rank | |||
Latest revision as of 11:37, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial econometric analysis at ultra-high frequency: Data handling concerns |
scientific article |
Statements
51
0 references
4
0 references
2232-2245
0 references
December 2006
0 references
6 April 2009
0 references
Financial econometric analysis at ultra-high frequency: Data handling concerns (English)
0 references
financial ultra high-frequency data
0 references
outliers
0 references
ACD modeling
0 references
trades and quotes (TAQ)
0 references
