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#Please contact me directly at mattia.manzoni@hotmail.it# MsC in Engineering with top marks and research assistant of Econometrics for...
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volume clock for high freq data), Bid-Ask Bounce Bias & Sahalia Method for Microstructure Noise Estimation & Test, Hayashi-Yoshida Lead-Lag Index, D'Aspremont Method for Mean Rev Portfolios, Market Fragmentation in Financial Markets, High-Low prices & Pivot Points trading...
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