Integer-valued Lévy processes and low latency financial econometrics (Q2873033)

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Integer-valued Lévy processes and low latency financial econometrics
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    Integer-valued Lévy processes and low latency financial econometrics (English)
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    17 January 2014
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    futures markets
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    high-frequency econometrics
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    low latency data
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    negative binomial
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    Skellam distribution
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    tempered stable
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