A micro-to-macro approach to returns, volumes and waiting times (Q6579670)
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scientific article; zbMATH DE number 7887735
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| English | A micro-to-macro approach to returns, volumes and waiting times |
scientific article; zbMATH DE number 7887735 |
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A micro-to-macro approach to returns, volumes and waiting times (English)
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25 July 2024
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copula function
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high frequency finance
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multivariate semi-Markov chain
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