Integer-valued Lévy processes and low latency financial econometrics (Q2873033): Difference between revisions
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Revision as of 00:50, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integer-valued Lévy processes and low latency financial econometrics |
scientific article |
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Integer-valued Lévy processes and low latency financial econometrics (English)
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17 January 2014
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futures markets
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high-frequency econometrics
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low latency data
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negative binomial
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Skellam distribution
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tempered stable
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