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subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~person:"Palan, Stefan"
~subject:"Asymmetrische Information"
~subject:"Stock market"
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A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
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