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19 merged results for "Market Microstructure Noise"

Partial results: at least one source did not answer. Available results are shown rather than treating an upstream outage as zero matches.

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  1. A fuzzy multifactor asset pricing model.

    Mbairadjim Moussa A, Sadefo Kamdem J · 2022 · Annals of operations research

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1007/s10479-021-04228-4

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
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    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  2. FX market volatility modelling: Can we use low-frequency data?

    Lyócsa Š, Plíhal T, Výrost T · 2021 · Finance research letters

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1016/j.frl.2020.101776

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  3. Nonparametric model validations for hidden Markov models with applications in financial econometrics.

    Zhao Z · 2011 · Journal of econometrics

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1016/j.jeconom.2011.01.002

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
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    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  4. Marked Hawkes process modeling of price dynamics and volatility estimation

    Kyungsub Lee, Byoung Ki Seo · 2019 · 40, pp.174-220, Journal of Empirical Finance, 2017

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1016/j.jempfin.2016.08.004

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  5. Direct Growth of Graphene Films on 3D Grating Structural Quartz Substrates for High-Performance Pressure-Sensitive Sensors.

    Song X, Sun T, Yang J, Yu L · 2016 · ACS applied materials & interfaces

    limited evidence Transparent signal score 43/100 · policy 1.0.0

    Found in pubmed · DOI 10.1021/acsami.6b04526

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    • not scoredOpen access status: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  6. Estimation of the Continuous and Discontinuous Leverage Effects.

    Aït-Sahalia Y, Fan J, Laeven RJA, Wang CD · 2017 · Journal of the American Statistical Association

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1080/01621459.2016.1240082

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  7. 36th International Symposium on Intensive Care and Emergency Medicine : Brussels, Belgium. 15-18 March 2016.

    Bateman RM, Sharpe MD, Jagger JE, Ellis CG · 2016 · Critical care (London, England)

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1186/s13054-016-1208-6

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  8. High frequency market microstructure noise estimates and liquidity measures

    Yacine Aït-Sahalia, Jialin Yu · 2009 · Annals of Applied Statistics 2009, Vol. 3, No. 1, 422-457

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1214/08-aoas200

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  9. Atlas-guided cluster analysis of large tractography datasets.

    Ros C, Güllmar D, Stenzel M, Mentzel HJ · 2013 · PloS one

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1371/journal.pone.0083847

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
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    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  10. Global motion filtered nonlinear mutual information analysis: Enhancing dynamic portfolio strategies.

    Peng W, Wen M, Jiang X, Li Y · 2024 · PloS one

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.1371/journal.pone.0303707

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    • not scoredRetraction Watch reinstatement: No reinstatement notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
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    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  11. Slip Boundary-Enabled Multiscale Modeling for Sound Absorption Coefficient of Nanofiber Porous Media with High Fidelity.

    Jin J, Cao B, Huang J, Jiang L · 2025 · Nanomaterials (Basel, Switzerland)

    limited evidence Transparent signal score 45/100 · policy 1.0.0

    Found in pubmed · DOI 10.3390/nano15221696

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    • not scoredRetraction Watch retraction: No retraction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
    • not scoredRetraction Watch expression of concern: No expression of concern notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
    • not scoredRetraction Watch correction: No correction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
    • not scoredRetraction Watch reinstatement: No reinstatement notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  12. Efficient covariance estimation for asynchronous noisy high-frequency data

    Markus Bibinger · 2008

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  13. On-line Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models

    Rainer Dahlhaus, Jan C. Neddermeyer · 2010

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

    Show all credibility signals
    • not scoredDOI registered: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • not scoredDirectory of Open Access Journals: No matching DOAJ record was present in this response. No allow-list match; this is not evidence of low credibility. Source: DOAJ; license: CC0
    • not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredROR affiliation: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredRetraction Watch retraction: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  14. Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise

    Teppei Ogihara · 2014

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredROR affiliation: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredRetraction Watch retraction: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  15. Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book

    Simon Clinet, Yoann Potiron · 2017

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  16. A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics

    Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, Fabrizio Lillo · 2018

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredROR affiliation: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredRetraction Watch retraction: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  17. Estimating spot volatility under infinite variation jumps with dependent market microstructure noise

    Qiang Liu, Zhi Liu · 2022

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  18. State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise

    Toru Yano · 2024

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • not scoredRetraction Watch reinstatement: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
  19. Asset Pricing in the Presence of Market Microstructure Noise

    Peter Yegon, W. Brent Lindquist, Svetlozar T. Rachev · 2025

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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    • not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
    • not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • not scoredRetraction Watch retraction: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
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    • supportingOpen access status: Normalized open-access status: open. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingPublication license: A publication license was supplied: https://info.arxiv.org/help/license/index.html. Presence improves reuse transparency, not research validity. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
    • supportingMetadata completeness: All 6 scored descriptive metadata groups are present. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer