A Pure-Jump Transaction-Level Price Model Yielding Cointegration (Q3063005)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Pure-Jump Transaction-Level Price Model Yielding Cointegration |
scientific article |
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A Pure-Jump Transaction-Level Price Model Yielding Cointegration (English)
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30 December 2010
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information share
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long-memory stochastic duration
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tick time
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