Estimation of quarticity with high-frequency data (Q2873034)
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scientific article; zbMATH DE number 6247139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of quarticity with high-frequency data |
scientific article; zbMATH DE number 6247139 |
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Estimation of quarticity with high-frequency data (English)
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17 January 2014
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volatility
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covariance
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quarticity
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microstructure
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Fourier analysis
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