Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349)

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Financial econometric analysis at ultra-high frequency: Data handling concerns
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    51
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    4
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    2232-2245
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    December 2006
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    6 April 2009
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    Financial econometric analysis at ultra-high frequency: Data handling concerns (English)
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    financial ultra high-frequency data
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    outliers
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    ACD modeling
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    trades and quotes (TAQ)
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