Time-Deformation Modeling of Stock Returns Directed by Duration Processes (Q5080519)

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scientific article; zbMATH DE number 7534714
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Time-Deformation Modeling of Stock Returns Directed by Duration Processes
scientific article; zbMATH DE number 7534714

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    Time-Deformation Modeling of Stock Returns Directed by Duration Processes (English)
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    31 May 2022
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    duration process
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    ergodicity
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    method of simulated moments
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    return process
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    stationarity
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