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

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Revision as of 07:02, 12 February 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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