The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data
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Publication:4555122
DOI10.1080/14697688.2016.1260756zbMath1402.91927OpenAlexW2566106826MaRDI QIDQ4555122
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Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://orca.cf.ac.uk/97387/7/MEM_QF_rev1.pdf
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