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~isPartOf:"CoFE Discussion Paper"
~person:"Pohlmeier, Winfried"
~source:"econstor"
~subject:"Börsenumsatz"
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A Dynamic Integer Count Data Model for Financial Transaction Prices
Pohlmeier, Winfried
;
Liesenfeld, Roman
-
2003
implications of the market microstructure
theory
on the relationship between price movements and other marks of the trading process. …
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