Discrete-valued Levy processes and low latency financial econometrics
Year of publication: |
2010-06-01
|
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Authors: | Shephard, Neil ; Pollard, David G. ; Barndorff-Nielsen, Ole E. |
Institutions: | Department of Economics, Oxford University |
Subject: | Futures markets | High frequency econometrics | Low latency data | Negative binomial | Skellam distribution |
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