Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438)
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| Language | Label | Description | Also known as |
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| English | Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model |
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Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (English)
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19 January 2010
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multiplicative error model
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common factor
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efficient importance sampling
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intra-day trading process
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