Forecasting the frequency of changes in quoted foreign...

Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model

Robert F. Engle, Jeffrey R. Russell
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Volume:
4
Year:
1997
Language:
english
DOI:
10.1016/s0927-5398(97)00006-6
File:
PDF, 1.15 MB
english, 1997
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