Financial econometric analysis at ultra-high frequency: Data handling concerns
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Publication:150349
DOI10.1016/j.csda.2006.09.030zbMath1157.62517WikidataQ60729235 ScholiaQ60729235MaRDI QIDQ150349
G.M. Gallo, C.T. Brownlees, Giampiero M. Gallo, Christian Brownlees
Publication date: December 2006
Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://local.disia.unifi.it/ricerca/pubblicazioni/working_papers/2006/wp2006_03.pdf
62P05: Applications of statistics to actuarial sciences and financial mathematics
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