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