Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349): Difference between revisions
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| Property / published in: Computational Statistics and Data Analysis / rank | |||||||||||||||
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6 April 2009
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| Property / publication date: 6 April 2009 / rank | |||||||||||||||
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| Property / author: Christian Brownlees / rank | |||||||||||||||
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| Property / author: Giampiero M. Gallo / rank | |||||||||||||||
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Financial econometric analysis at ultra-high frequency: Data handling concerns (English) | |||||||||||||||
| Property / title: Financial econometric analysis at ultra-high frequency: Data handling concerns (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1157.62517 / rank | |||||||||||||||
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| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: http://local.disia.unifi.it/ricerca/pubblicazioni/working_papers/2006/wp2006_03.pdf / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 91B28 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 5540556 / rank | |||||||||||||||
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financial ultra high-frequency data | |||||||||||||||
| Property / zbMATH Keywords: financial ultra high-frequency data / rank | |||||||||||||||
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outliers | |||||||||||||||
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ACD modeling | |||||||||||||||
| Property / zbMATH Keywords: ACD modeling / rank | |||||||||||||||
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trades and quotes (TAQ) | |||||||||||||||
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Revision as of 18:50, 10 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial econometric analysis at ultra-high frequency: Data handling concerns |
scientific article |
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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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