Long memory in intertrade durations, counts and realized volatility of NYSE stocks (Q993813): Difference between revisions

@@ Property / author @@
+Rohit S. Deo
@@ Property / author: Rohit S. Deo / rank @@
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@@ Property / author @@
+Meng-Chen Hsieh
@@ Property / author: Meng-Chen Hsieh / rank @@
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@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2010.04.037
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+W2052514491
@@ Property / OpenAlex ID: W2052514491 / rank @@
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@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
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+CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
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@@ links / mardi / name / links / mardi / name @@
+Publication:993813