The non-parametric identification of lagged duration dependence. (Q1605249)
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scientific article
Language | Label | Description | Also known as |
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English | The non-parametric identification of lagged duration dependence. |
scientific article |
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The non-parametric identification of lagged duration dependence. (English)
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15 July 2002
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Lagged duration dependence
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Identification
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MPH-models
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