A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs (Q2581718)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs |
scientific article |
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A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs (English)
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10 January 2006
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Counting process
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Bayesian inference
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Price clustering
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High-frequency data
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