Inference for calendar effects in microstructure noise (Q6636848)
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scientific article; zbMATH DE number 7942722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for calendar effects in microstructure noise |
scientific article; zbMATH DE number 7942722 |
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Inference for calendar effects in microstructure noise (English)
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12 November 2024
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calendar effect
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microstructure noise
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high-frequency data
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semimartingale
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volatility
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