High-frequency analysis of price clustering and instantaneous volatility
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F22%3A00058617" target="_blank" >RIV/61384399:31140/22:00058617 - isvavai.cz</a>
Result on the web
<a href="https://webgol.dinfo.unifi.it/applications/" target="_blank" >https://webgol.dinfo.unifi.it/applications/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
High-frequency analysis of price clustering and instantaneous volatility
Original language description
Main topics of the document: financial modeling; price clustering; instantaneous volatility; high-frequency data; score-driven models
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA22-19353S" target="_blank" >GA22-19353S: Argmax-type estimators from the viewpoint of optimization</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů