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    author
    Guglielmo D'Amico
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    Filippo Petroni
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    publication date
    26 January 2015
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    zbMATH Keywords
    semi-Markov processes
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    multivariate high-frequency financial data
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    bivariate processes
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    Monte Carlo simulations
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    Identifiers

    Mathematics Subject Classification ID
    60K15
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    60K20
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    91G80
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    65C05
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    zbMATH DE Number
    6390866
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