A Pure-Jump Transaction-Level Price Model Yielding Cointegration
Year of publication: |
2010
|
---|---|
Authors: | Hurvich, Clifford M. ; Wang, Yi |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 28.2010, 4, p. 539-558
|
Publisher: |
American Statistical Association |
Saved in:
freely available
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