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Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise - MaRDI portal

Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise

From MaRDI portal
Publication:6617600

DOI10.1017/JPR.2023.96MaRDI QIDQ6617600

Markus Bibinger

Publication date: 11 October 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)






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