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Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies.
Elie Bouri
Ladislav Kristoufek
Tanveer Ahmad
Syed Jawad Hussain Shahzad
Published in:
Ann. Oper. Res. (2024)
Keyphrases
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anomaly detection
noise level
missing data
random noise
mathematical model
noise sensitivity
noise reduction
noisy data
signal to noise ratio
noise model
noisy environments
sensor noise
image enhancement
additive noise
noise free
medical images
low snr
multiresolution