How big is the rounding error in financial high-frequency data?

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F18%3A00052646" target="_blank" >RIV/61384399:31140/18:00052646 - isvavai.cz</a>
Result on the web
<a href="https://aip.scitation.org/doi/pdf/10.1063/1.5044146?class=pdf" target="_blank" >https://aip.scitation.org/doi/pdf/10.1063/1.5044146?class=pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1063/1.5044146" target="_blank" >10.1063/1.5044146</a>

Result language
angličtina
Original language name
How big is the rounding error in financial high-frequency data?
Original language description
Main topics of the document: high-frequency data; rounding error
Czech name
—
Czech description
—

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
International Conference of Numerical Analysis and Applied Mathematics (ICNAAM 2017)
ISBN
978-0-7354-1690-1
ISSN
—
e-ISSN
—
Number of pages
4
Pages from-to
"nestrankovano"
Publisher name
AIP Publishing
Place of publication
Melville
Event location
Thessaloniki
Event date
Sep 25, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000445105400458

Result description