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Latest revision as of 09:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
25 August 2011
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point process
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financial
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high-frequency data
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financial duration
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multiplicative error models
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autoregressive conditional duration models
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intensity models
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volatility
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liquidity
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