Volatility analysis in high-frequency financial data
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Publication:6604425
DOI10.1002/WICS.1330zbMATH Open1545.62151MaRDI QIDQ6604425FDOQ6604425
Authors: Yazhen Wang, Jian Zou
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
microstructure noisevolatility estimationhigh-frequency financedata synchronizationlarge volatility matrix
Cites Work
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