Subsampling high frequency data (Q530605)
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scientific article; zbMATH DE number 6610693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling high frequency data |
scientific article; zbMATH DE number 6610693 |
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Subsampling high frequency data (English)
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10 August 2016
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subsampling
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market microstructure noise
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high frequency data
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realised volatility
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