A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bivariate integer-valued long-memory model for high-frequency financial count data |
scientific article |
Statements
A bivariate integer-valued long-memory model for high-frequency financial count data (English)
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25 April 2017
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count data
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intra-day
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time series
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estimation
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reaction time
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finance
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0.8935844
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0.88301283
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0.87757856
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0.8583857
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0.8575834
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0.8473942
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0.8415191
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