Detecting price jumps in the presence of market microstructure noise (Q5228603)
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scientific article; zbMATH DE number 7092327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting price jumps in the presence of market microstructure noise |
scientific article; zbMATH DE number 7092327 |
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Detecting price jumps in the presence of market microstructure noise (English)
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12 August 2019
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jumps
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market microstructure noise
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high-frequency price data
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