Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921)
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scientific article; zbMATH DE number 1869174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the interdependence of volatility and inter-transaction duration processes. |
scientific article; zbMATH DE number 1869174 |
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Modeling the interdependence of volatility and inter-transaction duration processes. (English)
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17 February 2003
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inter-trade duration and volatility
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financial market microstructure
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ultra-high-frequency data
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