Random aggregation with applications in high-frequency finance (Q3018539)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random aggregation with applications in high-frequency finance |
scientific article |
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Random aggregation with applications in high-frequency finance (English)
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27 July 2011
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Gibbs sampling
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intraday return
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market microstructure
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Markov chain Monte Carlo
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missing value
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