Econometric analysis of high frequency data (Q862781)
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scientific article; zbMATH DE number 5118352
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Econometric analysis of high frequency data |
scientific article; zbMATH DE number 5118352 |
Statements
Econometric analysis of high frequency data (English)
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24 January 2007
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high frequency data
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price discovery
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realized volatility
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conditional normality
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0.837047815322876
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0.8355718851089478
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0.8171247839927673
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0.8059930205345154
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0.7948487997055054
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