Jumps in equilibrium prices and market microstructure noise (Q527958): Difference between revisions

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jumps
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noise
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nonparametric tests
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Revision as of 07:07, 1 July 2023

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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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