advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This … volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and …High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in …

advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This … volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and …High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in …

microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve … arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these … the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often …

microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve … arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these … the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often …

microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve … arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these … the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often …