Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach (Q1767007)
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scientific article; zbMATH DE number 2140483
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| English | Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach |
scientific article; zbMATH DE number 2140483 |
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Quantile estimation in ultra-high frequency financial data: a comparison between parametric and semiparametric approach (English)
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3 March 2005
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ultra-high frequency data
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ACD models
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quantile estimation
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distribution free
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sample random variables
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0.7841476202011108
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0.7825965285301208
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0.7770055532455444
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0.7762032747268677
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0.7608291506767273
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