Modeling the interdependence of volatility and inter-transaction duration processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Grammig, Joachim ; Wellner, Marc |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 106.2002, 2, p. 369-400
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