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Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Rosenzweig, Jan
Format:	Preprint
Publié:	2026
Sujets:	Portfolio Management Computational Finance Risk Management Statistical Finance Trading and Market Microstructure
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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