Drift in Transaction‐Level Asset Price Models (Q5357989)
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scientific article; zbMATH DE number 6775928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift in Transaction‐Level Asset Price Models |
scientific article; zbMATH DE number 6775928 |
Statements
Drift in Transaction‐Level Asset Price Models (English)
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18 September 2017
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growth rates
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heavy tails
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long memory
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subsampling
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durations
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