Trading information, price discreteness, and volatility estimation (Q2123280)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading information, price discreteness, and volatility estimation |
scientific article |
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Trading information, price discreteness, and volatility estimation (English)
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8 April 2022
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high-frequency data
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price discreteness
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structural random noise
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nonlinear least squares
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particle filters
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