Subsampling high frequency data (Q530605)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling high frequency data |
scientific article |
Statements
Subsampling high frequency data (English)
0 references
10 August 2016
0 references
subsampling
0 references
market microstructure noise
0 references
high frequency data
0 references
realised volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
