Completion time structures of stock price movements
Year of publication: |
2005
|
---|---|
Authors: | Lunde, Asger ; Timmermann, Allan |
Published in: |
Annals of Finance. - Springer. - Vol. 1.2005, 3, p. 293-326
|
Publisher: |
Springer |
Subject: | Completion time | Duration model | Stock price movements | Time-varying covariates |
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