Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial econometric analysis at ultra-high frequency: Data handling concerns |
scientific article |
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51
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4
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2232-2245
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December 2006
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6 April 2009
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Financial econometric analysis at ultra-high frequency: Data handling concerns (English)
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financial ultra high-frequency data
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outliers
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ACD modeling
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trades and quotes (TAQ)
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