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Multiscale Volatility Analysis for Noisy High-Frequency Prices.

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Title: Multiscale Volatility Analysis for Noisy High-Frequency Prices.
Authors: Leung, Tim1 (AUTHOR) timleung@uw.edu, Zhao, Theodore1 (AUTHOR)
Source: Risks. Jul2023, Vol. 11 Issue 7, p117. 20p.
Database: Business Source Ultimate
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  Data: <searchLink fieldCode="AR" term="%22Leung%2C+Tim%22">Leung, Tim</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> timleung@uw.edu</i><br /><searchLink fieldCode="AR" term="%22Zhao%2C+Theodore%22">Zhao, Theodore</searchLink><relatesTo>1</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Risks%22">Risks</searchLink>. Jul2023, Vol. 11 Issue 7, p117. 20p.
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        Value: 10.3390/risks11070117
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        Text: English
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              Text: Jul2023
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