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A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones

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https://hal.archives-ouvertes.fr/hal-00659614
Contributor : Serena Benassù <>
Submitted on : Friday, January 13, 2012 - 11:21:05 AM
Last modification on : Friday, March 27, 2020 - 3:11:15 AM

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  • HAL Id : hal-00659614, version 1

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M. Rosenbaum, C.Y. Robert. A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones. Journal of Financial Econometrics, Oxford University Press (OUP), 2011, 9 (2), pp.344-366. ⟨hal-00659614⟩

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