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