Cross-correlating wavelet coefficients with applications to high-frequency financial time series (Q5127043)
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scientific article; zbMATH DE number 7263546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-correlating wavelet coefficients with applications to high-frequency financial time series |
scientific article; zbMATH DE number 7263546 |
Statements
Cross-correlating wavelet coefficients with applications to high-frequency financial time series (English)
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21 October 2020
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wavelet analysis
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financial transactions
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high-frequency data
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Allan covariance
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market microstructure
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