Price discovery in a continuous-time setting
Gustavo F. Dias, Marcelo Fernandes and Cristina M. Scherrer
| Year of publication: |
2021
|
|---|---|
| Authors: | Dias, Gustavo Fruet ; Fernandes, Marcelo ; Scherrer, Cristina M. |
| Subject: | continuous-time model | high-frequency data | price discovery | sampling interval | Börsenkurs | Share price | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012799058