View in EDS HTML Full Text PDF Full Text

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

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 191573928
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A multiscale estimator for pricing error decomposition in high-frequency financial markets.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Piccotti%2C+Louis+R%2E%22">Piccotti, Louis R.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> louis.r.piccotti@okstate.edu</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Review+of+Quantitative+Finance+%26+Accounting%22">Review of Quantitative Finance & Accounting</searchLink>. Feb2026, Vol. 66 Issue 2, p887-928. 42p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=191573928
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s11156-025-01417-1
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 42
        StartPage: 887
    Titles:
      – TitleFull: A multiscale estimator for pricing error decomposition in high-frequency financial markets.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Piccotti, Louis R.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 02
              Text: Feb2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 0924865X
          Numbering:
            – Type: volume
              Value: 66
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Review of Quantitative Finance & Accounting
              Type: main
ResultId 1