Dynamic Discrete Mixtures for High-Frequency Prices

DOI10.1080/07350015.2020.1840994MaRDI QIDQ6620884zbMATH OpenFDO

Authors Leopoldo Catania, Roberto Di Mari, Paolo Santucci de Magistris

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2020.1840994

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(3)

• Jumps or Staleness?
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