Information Spillover Effect and Autoregressive Conditional Duration Models
- Author
- Xiangli Liu, Yanhui Liu, Yongmiao Hong, Shouyang Wang
- Publisher
- Routledge
- Language
- English
- Year
- 2014
- ISBN
- 2013050059,9780415721684,9781315768847
- File Type
- pdf
- File Size
- 3.2 MiB
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