Jumps in equilibrium prices and market microstructure noise (Q527958): Difference between revisions
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jumps | |||
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nonparametric tests | |||
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Revision as of 07:07, 1 July 2023
scientific article
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English | Jumps in equilibrium prices and market microstructure noise |
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Jumps in equilibrium prices and market microstructure noise (English)
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12 May 2017
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jumps
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noise
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nonparametric tests
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high frequency data
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