scientific article

zbMATH Open1488.62184MaRDI QIDQ3385072

Yong Zhou, Fuming Lin

Publication date: 17 December 2021

Title of this publication is not available (Why is that?)

zbMATH Keywords

high-frequency dataleverage effectmarket microstructure noiserounding error noise

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (1)

Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data

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