A Pure-Jump Transaction-Level Price Model Yielding Cointegration
Year of publication: |
2010
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Authors: | Hurvich, Clifford M ; Wang, Yi |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 28.2010, 4, p. 539-559
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