Liquidity and Market Microstructure Noise: Evidence from the Pekao Data Journal title: Dynamic Econometric Models Authors: Małgorzata Doman Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods Journal title: Finance a uver Authors: Milan Ficura, Jiri Witzany Subject(s):
