The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (Q2440157)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics |
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The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics (English)
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27 March 2014
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conditional duration
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high frequency data
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estimating functions
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maximum likelihood
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