Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349): Difference between revisions
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| Property / cites work: Dependence structures for multivariate high-frequency data in finance / rank | |||
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| Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank | |||
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Latest revision as of 14:50, 13 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial econometric analysis at ultra-high frequency: Data handling concerns |
scientific article |
Statements
51
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4
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2232-2245
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December 2006
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6 April 2009
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Financial econometric analysis at ultra-high frequency: Data handling concerns (English)
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financial ultra high-frequency data
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outliers
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ACD modeling
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trades and quotes (TAQ)
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