Journal article 326 views
An improved algorithm for cleaning Ultra High-Frequency data
Thanos Verousis,
Owain ap Gwilym
Journal of Derivatives & Hedge Funds, Volume: 15, Issue: 4, Start page: 323
Swansea University Author: Thanos Verousis
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DOI (Published version): 10.1057/jdhf.2009.16
Abstract
An improved algorithm for cleaning Ultra High-Frequency data
| Published in: | Journal of Derivatives & Hedge Funds |
|---|---|
| ISSN: | 1753-9641 1753-965X |
| Published: |
Palgrave
2010
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa5186 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
4 |
| Start Page: |
323 |