Jumps in equilibrium prices and market microstructure noise (Q527958)
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scientific article; zbMATH DE number 6714708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumps in equilibrium prices and market microstructure noise |
scientific article; zbMATH DE number 6714708 |
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Jumps in equilibrium prices and market microstructure noise (English)
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12 May 2017
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jumps
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noise
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nonparametric tests
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high frequency data
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