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Publikováno v:
Mathematics and Computers in Simulation. 79:2809-2818
High-frequency financial data are useful for studying the statistical properties of asset returns at lower frequencies, and they have been widely used to study various market microstructure related issues. However, most studies to date have been conc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::97da22234194b22ffd9546af024bfd0b
https://doi.org/10.1016/j.matcom.2008.10.007
https://doi.org/10.1016/j.matcom.2008.10.007
