Discrete sine transform for multi-scale realized volatility measures (Q2893209): Difference between revisions

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Latest revision as of 09:11, 5 July 2024

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Discrete sine transform for multi-scale realized volatility measures
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    Discrete sine transform for multi-scale realized volatility measures (English)
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    26 June 2012
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    high frequency data
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    realized volatility
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    market microstructure
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    bias correction
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