Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series (Q2849527)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series |
scientific article |
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Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series (English)
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20 September 2013
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multiplicative error models
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intraday transactions
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trading volumes
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multivariate model
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