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