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"Taming impulsive high-frequency data using optimal sampling periods."

George Tzagkarakis, Frantz Maurer, John P. Nolan (2024)

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DOI: 10.1007/S10479-023-05701-Y

access: open

type: Journal Article

metadata version: 2024-03-08

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  dblp key:
  - journals/anor/TzagkarakisMN24
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  - https://dblp.org/rec/journals/anor/TzagkarakisMN24
George Tzagkarakis, Frantz Maurer, John P. Nolan:
Taming impulsive high-frequency data using optimal sampling periods. Ann. Oper. Res. 333(1): 393-415 (2024)

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