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

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Property / author: Rohit S. Deo / rank
 
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Property / author: Meng-Chen Hsieh / rank
 
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Latest revision as of 05:25, 3 July 2024

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Long memory in intertrade durations, counts and realized volatility of NYSE stocks
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    Long memory in intertrade durations, counts and realized volatility of NYSE stocks (English)
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    20 September 2010
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    stochastic duration models
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    autoregressive conditional duration models
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    point processes
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