Econometric analysis of high frequency data (Q862781)

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scientific article; zbMATH DE number 5118352
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English
Econometric analysis of high frequency data
scientific article; zbMATH DE number 5118352

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    Econometric analysis of high frequency data (English)
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    24 January 2007
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    high frequency data
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    price discovery
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    realized volatility
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    conditional normality
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