Taming impulsive high-frequency data using optimal sampling periods
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Publication:6491682
DOI10.1007/S10479-023-05701-YMaRDI QIDQ6491682
George Tzagkarakis, John P. Nolan, Frantz Maurer
Publication date: 24 April 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sampling theory, sample surveys (62D05) Financial markets (91G15)
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