Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: DBLP publication ID (P1635): journals/csda/BrownleesG06, #quickstatements; #temporary_batch_1731505720702 |
||
| Property / DBLP publication ID | |||
| Property / DBLP publication ID: journals/csda/BrownleesG06 / rank | |||
Normal rank | |||
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
0 references
4
0 references
2232-2245
0 references
December 2006
0 references
6 April 2009
0 references
Financial econometric analysis at ultra-high frequency: Data handling concerns (English)
0 references
financial ultra high-frequency data
0 references
outliers
0 references
ACD modeling
0 references
trades and quotes (TAQ)
0 references
