Title of article
Financial econometric analysis at ultra-high frequency: Data handling concerns
Author/Authors
C.T. Brownlees، نويسنده , , G.M. Gallo، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
14
From page
2232
To page
2245
Keywords
Financial ultra high-frequency data , OUTLIERS , ACD modeling , Trades and quotes (TAQ)
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308154
Link To Document