Extension and verification of the asymmetric autoregressive conditional duration models

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Publication:3174924

DOI10.1080/00207160.2017.1283019zbMath1392.62334OpenAlexW2571726540MaRDI QIDQ3174924

Katarzyna Bień-Barkowska

Publication date: 18 July 2018

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2017.1283019







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