Modeling discrete stock price changes using a mixture of Poisson distributions (Q530377)
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scientific article; zbMATH DE number 6607822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling discrete stock price changes using a mixture of Poisson distributions |
scientific article; zbMATH DE number 6607822 |
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Modeling discrete stock price changes using a mixture of Poisson distributions (English)
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29 July 2016
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Poisson mixture model
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asymptotic confidence estimation
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liquidity risk
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market microstructure
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