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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

Published in: Journal of Derivatives & Hedge Funds
ISSN: 1753-9641 1753-965X
Published: Palgrave 2010
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa5186
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first_indexed 2013-07-23T11:51:54Z
last_indexed 2018-02-09T04:31:16Z
id cronfa5186
recordtype SURis
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spelling 2011-10-01T00:00:00.0000000 v2 5186 2011-10-01 An improved algorithm for cleaning Ultra High-Frequency data d1f2d6a47f0441f9dfc8b5b44e3564f7 Thanos Verousis Thanos Verousis true false 2011-10-01 Journal Article Journal of Derivatives &#38; Hedge Funds 15 4 323 Palgrave 1753-9641 1753-965X 31 12 2010 2010-12-31 10.1057/jdhf.2009.16 http://www.palgrave-journals.com/jdhf/journal/v15/n4/full/jdhf200916a.html COLLEGE NANME COLLEGE CODE Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Business Management Thanos Verousis 1 Owain ap Gwilym 2
title An improved algorithm for cleaning Ultra High-Frequency data
spellingShingle An improved algorithm for cleaning Ultra High-Frequency data
Thanos Verousis
title_short An improved algorithm for cleaning Ultra High-Frequency data
title_full An improved algorithm for cleaning Ultra High-Frequency data
title_fullStr An improved algorithm for cleaning Ultra High-Frequency data
title_full_unstemmed An improved algorithm for cleaning Ultra High-Frequency data
title_sort An improved algorithm for cleaning Ultra High-Frequency data
author_id_str_mv d1f2d6a47f0441f9dfc8b5b44e3564f7
author_id_fullname_str_mv d1f2d6a47f0441f9dfc8b5b44e3564f7_***_Thanos Verousis
author Thanos Verousis
author2 Thanos Verousis
Owain ap Gwilym
format Journal article
container_title Journal of Derivatives &#38; Hedge Funds
container_volume 15
container_issue 4
container_start_page 323
publishDate 2010
institution Swansea University
issn 1753-9641
1753-965X
doi_str_mv 10.1057/jdhf.2009.16
publisher Palgrave
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Business Management{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Business Management
url http://www.palgrave-journals.com/jdhf/journal/v15/n4/full/jdhf200916a.html
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published_date 2010-12-31T03:06:10Z
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