تصفح Mathematics, Statistics & Physics حسب الموضوع "Volatility estimation"
السجلات المعروضة 1 -- 1 من 1
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VOLATILITY ESTIMATION IN MISSING AT RANDOM HIGH-FREQUENCY FINANCIAL TIME SERIES
(2023 , Master Thesis)More than 15 years ago, the capital markets have seen significant development, introducing high-frequency trading and a shift of market towards high-frequency and algorithm trading. It was always believed that high-frequency ...