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Long memory in intertrade durations, counts and realized volatility of NYSE stocks
Rohit Deo, Mengchen Hsieh, Clifford M. HurvichVolume:
140
Year:
2010
Language:
english
Pages:
19
DOI:
10.1016/j.jspi.2010.04.037
File:
PDF, 840 KB
english, 2010