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

@@ 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 / describes a project that uses @@
+TAQMNGR
@@ Property / describes a project that uses: TAQMNGR / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2096566523
@@ Property / OpenAlex ID: W2096566523 / rank @@
+Normal rank
@@ 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