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Multiscale Volatility Analysis for Noisy High-Frequency Prices.

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Bibliographic Details
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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Description
ISSN:22279091
DOI:10.3390/risks11070117