A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and Trades
Crossref DOI link: https://doi.org/10.1007/s40953-021-00252-0
Published Online: 2021-09-16
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chakravarty, Ranjan R.
Pani, Sudhanshu http://orcid.org/0000-0001-6878-4962
Text and Data Mining valid from 2021-09-16
Version of Record valid from 2021-09-16
Article History
Accepted: 23 August 2021
First Online: 16 September 2021