Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349): Difference between revisions

@@ Property / published in @@
+Computational Statistics and Data Analysis
@@ Property / published in: Computational Statistics and Data Analysis / rank @@
+Normal rank
@@ Property / publication date @@
+April 2009Timestamp +2009-04-06T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2009-04-06T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
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@@ Property / publication date: 6 April 2009 / rank @@
+Normal rank
@@ Property / author @@
+Christian Brownlees
@@ Property / author: Christian Brownlees / rank @@
+Normal rank
@@ Property / author @@
+Giampiero M. Gallo
@@ Property / author: Giampiero M. Gallo / rank @@
+Normal rank
@@ Property / title @@
+Financial econometric analysis at ultra-high frequency: Data handling concerns (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62517
@@ Property / zbMATH Open document ID: 1157.62517 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+http://local.disia.unifi.it/ricerca/pubblicazioni/working_papers/2006/wp2006_03.pdf
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B28
@@ Property / Mathematics Subject Classification ID: 91B28 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5540556
@@ Property / zbMATH DE Number: 5540556 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial ultra high-frequency data
@@ Property / zbMATH Keywords: financial ultra high-frequency data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+outliers
@@ Property / zbMATH Keywords: outliers / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ACD modeling
@@ Property / zbMATH Keywords: ACD modeling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trades and quotes (TAQ)
@@ Property / zbMATH Keywords: trades and quotes (TAQ) / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+TAQMNGR
@@ Property / describes a project that uses: TAQMNGR / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2096566523
@@ Property / OpenAlex ID: W2096566523 / rank @@
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@@ Property / Wikidata QID @@
+Q60729235
@@ Property / Wikidata QID: Q60729235 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric modelling of stock market intraday activity.
+Normal rank
@@ Property / cites work @@
+Dependence structures for multivariate high-frequency data in finance
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
+Normal rank
@@ Property / DBLP publication ID @@
+journals/csda/BrownleesG06
@@ Property / DBLP publication ID: journals/csda/BrownleesG06 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:150349