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zbMath1349.60061MaRDI QIDQ2806715

Ciprian A. Tudor, Cristiana Tudor

Publication date: 18 May 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistency asymptotic normality least squares estimator liquidity ARCH model intra-day price

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Self-similar stochastic processes (60G18)

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