Statistical Properties of Microstructure Noise (Q4612526): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 17:35, 5 March 2024
scientific article; zbMATH DE number 7009652
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical Properties of Microstructure Noise |
scientific article; zbMATH DE number 7009652 |
Statements
Statistical Properties of Microstructure Noise (English)
0 references
31 January 2019
0 references
market microstructure noise
0 references
high frequency data
0 references
joint moments
0 references
autocovariance
0 references
autocorrelation
0 references