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Detecting price jumps in the presence of market microstructure noise

Journal of Nonparametric Statistics, 2019
exaly  

The Microstructure of Housing Markets

2015
openaire   +1 more source

Empirical Market Microstructure

2019
openaire   +1 more source

3. Market Microstructure

1997
openaire   +1 more source
8. economic growth
high-frequency trading
1. no poverty
algorithmic trading
ddc:330
finance
limit order book
machine learning
cryptocurrency markets
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