On the interday homogeneity in the intraday rate of trading (Q1013160): Difference between revisions

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Latest revision as of 12:23, 1 July 2024

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On the interday homogeneity in the intraday rate of trading
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    On the interday homogeneity in the intraday rate of trading (English)
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    17 April 2009
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    dependent point processes
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    market microstructure
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    high-frequency finance
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    duration modeling
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    autoregressive conditional duration model
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