A multiscale estimator for pricing error decomposition in high-frequency financial markets
Crossref DOI link: https://doi.org/10.1007/s11156-025-01417-1
Published Online: 2025-05-21
Published Print: 2026-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Piccotti, Louis R. https://orcid.org/0000-0001-7297-681X
Text and Data Mining valid from 2025-05-21
Version of Record valid from 2025-05-21
Article History
Accepted: 17 April 2025
First Online: 21 May 2025
Declaration
:
: I have nothing to disclose.