Estimation for high-frequency data under parametric market microstructure noise (Q2042282)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for high-frequency data under parametric market microstructure noise |
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Estimation for high-frequency data under parametric market microstructure noise (English)
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28 July 2021
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functionals of volatility
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high-frequency covariance
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high-frequency data
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limit order book
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parametric market microstructure noise
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