Differences in the behaviour of asset prices depending on data frequency have not been thoroughly investigated in the literature despite their possible importance. In particular, high-frequency dat...

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高频金融数据的持久性：EuroStoxx 50 期货价格的案例

尽管资产价格行为的差异取决于数据频率，但文献尚未对其进行彻底研究，尽管它们可能很重要。特别是高频数据...