Random aggregation with applications in high-frequency finance
Year of publication: |
2011
|
---|---|
Authors: | Tsay, Ruey S. ; Yeh, Jin-huei |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 30.2011, 1, p. 72-103
|
Subject: | Theorie | Theory | Aggregation |
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