Modelling the impact of open volume on inter-trade autoregressive durations (Q1425809)
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scientific article; zbMATH DE number 2060655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the impact of open volume on inter-trade autoregressive durations |
scientific article; zbMATH DE number 2060655 |
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Modelling the impact of open volume on inter-trade autoregressive durations (English)
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18 March 2004
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ultra-high frequency data
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event time
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