Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (Q3632599): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data |
scientific article |
Statements
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (English)
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12 June 2009
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diffusion
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integrated volatility
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jump variation
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market microstructure noise
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wavelets
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