Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach
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Title
Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach
Authors
Keywords
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Journal
STATISTICS AND COMPUTING
Volume 34, Issue 1, Pages -
Publisher
Springer Science and Business Media LLC
Online
2023-11-02
DOI
10.1007/s11222-023-10341-0
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