Private Information and High-Frequency Stochastic Volatility (Q3368326)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Private Information and High-Frequency Stochastic Volatility |
scientific article |
Statements
Private Information and High-Frequency Stochastic Volatility (English)
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27 January 2006
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Stochastic Volatility
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Market Microstructure
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GARCH
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high frequency serial correlation
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