A new microstructure noise index (Q3019507): Difference between revisions
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Revision as of 21:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new microstructure noise index |
scientific article |
Statements
A new microstructure noise index (English)
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28 July 2011
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continuous time finance
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market microstructure
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financial econometrics
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inference for stochastic processes
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stochastic volatility
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fractional Brownian motion
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