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Econometric analysis of financial transaction data: pitfalls and opportunities - MaRDI portal

Econometric analysis of financial transaction data: pitfalls and opportunities (Q2567522)

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Econometric analysis of financial transaction data: pitfalls and opportunities
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    Econometric analysis of financial transaction data: pitfalls and opportunities (English)
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    11 October 2005
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    transaction data, autoregressive conditional duration models, ordered response and count models, electronic and floor trading
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