An improved algorithm for cleaning Ultra high-frequency data.
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
| Original language | English |
|---|---|
| Pages (from-to) | 323-340 |
| Journal | Journal of Derivatives and Hedge Funds |
| Volume | 15 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Feb 2010 |