Causality effects in return volatility measures with random times (Q737283): Difference between revisions

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Revision as of 09:05, 12 July 2024

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Causality effects in return volatility measures with random times
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    Causality effects in return volatility measures with random times (English)
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    10 August 2016
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    continuous time models
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    Granger causality
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    instantaneous causality
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    durations
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    ultra-high frequency data
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    volatility per trade
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