Random aggregation with applications in high-frequency finance (Q3018539): Difference between revisions
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Latest revision as of 08:52, 4 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Random aggregation with applications in high-frequency finance |
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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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