Review of statistical approaches for modeling high-frequency trading data (Q6108877): Difference between revisions
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Revision as of 09:34, 30 July 2024
scientific article; zbMATH DE number 7705108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Review of statistical approaches for modeling high-frequency trading data |
scientific article; zbMATH DE number 7705108 |
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Review of statistical approaches for modeling high-frequency trading data (English)
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30 June 2023
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asynchronous data
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durations
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GARCH models
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high-frequency trading data
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jumps
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volatility
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