Statistical analysis of information contents in trading volume with microstructure (Q3639993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical analysis of information contents in trading volume with microstructure |
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Statistical analysis of information contents in trading volume with microstructure (English)
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26 October 2009
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Bayesian estimation
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counting process
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implied price
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micro-movement
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ultra-frequency
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