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A multiscale estimator for pricing error decomposition in high-frequency financial markets.

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Bibliographic Details
Title: A multiscale estimator for pricing error decomposition in high-frequency financial markets.
Authors: Piccotti, Louis R.1 (AUTHOR) louis.r.piccotti@okstate.edu
Source: Review of Quantitative Finance & Accounting. Feb2026, Vol. 66 Issue 2, p887-928. 42p.
Database: Business Source Ultimate
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Description
ISSN:0924865X
DOI:10.1007/s11156-025-01417-1