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Nonlinearity in High-Frequency Financial Data and Hierarchical Models
McCulloch, Robert E., Tsay, Ruey S.Volume:
5
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1067
Date:
January, 2001
File:
PDF, 519 KB
english, 2001