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scientific article; zbMATH DE number 5002337
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5002337 |
Statements
27 January 2006
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autocorrelation
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arbitrage
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microstructure
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threshold autoregression
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FTSE 100 index basis
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0.83925235
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0.8392104
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0.83833474
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0.82650566
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0.82399255
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