Semi-Markov Model for Market Microstructure (Q4682482)
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scientific article; zbMATH DE number 6938628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Markov Model for Market Microstructure |
scientific article; zbMATH DE number 6938628 |
Statements
Semi-Markov Model for Market Microstructure (English)
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18 September 2018
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microstructure noise
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Markov renewal process
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signature plot
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scaling limit
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