A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2020
ISSN: 1911-8074
DOI: 10.3390/jrfm13030045