An improved algorithm for cleaning Ultra high-frequency data.

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	323-340
Cyfnodolyn	Journal of Derivatives and Hedge Funds
Cyfrol	15
Rhif cyhoeddi	4
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1057/jdhf.2009.16
Statws	Cyhoeddwyd - 1 Chwef 2010

Mynediad at Ddogfen

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title = "An improved algorithm for cleaning Ultra high-frequency data.",

author = "\{ap Gwilym\}, O.M. and T. Verousis and \{Ap Gwilym\}, O.",

year = "2010",

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doi = "10.1057/jdhf.2009.16",

language = "English",

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journal = "Journal of Derivatives and Hedge Funds",

issn = "1753-9641",

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}

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T1 - An improved algorithm for cleaning Ultra high-frequency data.

AU - ap Gwilym, O.M.

AU - Verousis, T.

AU - Ap Gwilym, O.

PY - 2010/2/1

Y1 - 2010/2/1

U2 - 10.1057/jdhf.2009.16

DO - 10.1057/jdhf.2009.16

M3 - Article

SN - 1753-9641

VL - 15

SP - 323

EP - 340

JO - Journal of Derivatives and Hedge Funds

JF - Journal of Derivatives and Hedge Funds

IS - 4

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