Waiting-times and returns in high-frequency financial data: An empirical study (Q1850394)
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scientific article
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| English | Waiting-times and returns in high-frequency financial data: An empirical study |
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Waiting-times and returns in high-frequency financial data: An empirical study (English)
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3 December 2002
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statistical properties
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random walk financial-market model
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0.8472345471382141
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0.7383292317390442
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0.721354067325592
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0.7106419205665588
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