Financial econometric analysis at ultra-high frequency: Data handling concerns

Computational Statistics and Data Analysis - Tập 51 Số 4 - Trang 2232-2245 - 2006
Christian T. Brownlees1, Giampiero M. Gallo1
1Dipartimento di Statistica G. Parenti, Universití di Firenze, Viale G.B. Morgagni 59, I-50134 Firenze, Italy#TAB#

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