Measuring the relevance of the microstructure noise in financial data (Q2447651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the relevance of the microstructure noise in financial data |
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Measuring the relevance of the microstructure noise in financial data (English)
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28 April 2014
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semimartingales with jumps
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noisy data
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integrated variance
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threshold estimation
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test to select optimal sampling frequency
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financial asset prices
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