Mixed effect models for absolute log returns of ultra high frequency data (Q3439758)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed effect models for absolute log returns of ultra high frequency data |
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Mixed effect models for absolute log returns of ultra high frequency data (English)
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29 May 2007
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ultra high frequency
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CARMA
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mixed effect models
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Kalman filter
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