Random aggregation with applications in high-frequency finance (Q3018539): Difference between revisions
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| Property / describes a project that uses: FinTS / rank | |||
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| Property / full work available at URL: https://doi.org/10.1002/for.1196 / rank | |||
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| Property / cites work: An econometric analysis of nonsynchronous trading / rank | |||
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Latest revision as of 08:52, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random aggregation with applications in high-frequency finance |
scientific article |
Statements
Random aggregation with applications in high-frequency finance (English)
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27 July 2011
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Gibbs sampling
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intraday return
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market microstructure
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Markov chain Monte Carlo
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missing value
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