Random aggregation with applications in high-frequency finance (Q3018539)
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scientific article; zbMATH DE number 5932438
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Random aggregation with applications in high-frequency finance |
scientific article; zbMATH DE number 5932438 |
Statements
Random aggregation with applications in high-frequency finance (English)
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27 July 2011
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Gibbs sampling
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intraday return
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market microstructure
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Markov chain Monte Carlo
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missing value
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0.7371950149536133
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0.735309362411499
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0.7286857962608337
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0.7238020300865173
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