Occupation density estimation for noisy high-frequency data (Q2116333)
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scientific article; zbMATH DE number 7491155
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| English | Occupation density estimation for noisy high-frequency data |
scientific article; zbMATH DE number 7491155 |
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Occupation density estimation for noisy high-frequency data (English)
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16 March 2022
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high-frequency data
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volatility
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occupation density
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microstructure noise
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informed trading
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