Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6422617)
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scientific article; zbMATH DE number 900575345
Language | Label | Description | Also known as |
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English | Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise |
scientific article; zbMATH DE number 900575345 |
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5 January 2023
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