Testing the Markov property with high frequency data (Q288343): Difference between revisions

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Latest revision as of 00:50, 12 July 2024

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Testing the Markov property with high frequency data
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    Testing the Markov property with high frequency data (English)
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    25 May 2016
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    bid-ask spread
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    conditional independence
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    duration
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    nonparametric testing
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    U-statistic
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