The Econometrics of Ultra-high-frequency Data (Q4799851)
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scientific article; zbMATH DE number 1889100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Econometrics of Ultra-high-frequency Data |
scientific article; zbMATH DE number 1889100 |
Statements
The Econometrics of Ultra-high-frequency Data (English)
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2000
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transactions data
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point processes
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hazard functions
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survival models
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volatility
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market microstructure
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