Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349)
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scientific article; zbMATH DE number 5540556
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| English | Financial econometric analysis at ultra-high frequency: Data handling concerns |
scientific article; zbMATH DE number 5540556 |
Statements
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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0.7683386206626892
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0.7589302062988281
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0.718479573726654
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0.7042630910873413
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