Testing the Markov property with high frequency data (Q288343)
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scientific article; zbMATH DE number 6584645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Markov property with high frequency data |
scientific article; zbMATH DE number 6584645 |
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Testing the Markov property with high frequency data (English)
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25 May 2016
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bid-ask spread
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conditional independence
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duration
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nonparametric testing
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U-statistic
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