Volatility analysis in high-frequency financial data (Q6604425)
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scientific article; zbMATH DE number 7912743
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| English | Volatility analysis in high-frequency financial data |
scientific article; zbMATH DE number 7912743 |
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Volatility analysis in high-frequency financial data (English)
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12 September 2024
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high-frequency finance
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microstructure noise
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data synchronization
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volatility estimation
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large volatility matrix
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