Modeling price clustering in high-frequency prices

Vladimír Holý and Petra Tomanová

Year of publication:	2022
Authors:	Holý, Vladimír ; Tomanová, Petra
Subject:	Double Poisson distribution \| Generalized autoregressive score model \| High-frequency data \| Price clustering \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Börsenkurs \| Share price \| Clusteranalyse \| Cluster analysis \| Stochastischer Prozess \| Stochastic process \| Preismanagement \| Pricing strategy

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