Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (Q6190639)
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scientific article; zbMATH DE number 7800660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach |
scientific article; zbMATH DE number 7800660 |
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Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach (English)
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6 February 2024
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Bayesian
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high frequency data
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integrated volatility
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market microstructure noise
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market trading information
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