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type_genre:"Country Report"
type_genre:"Working Paper"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~subject:"Estimation theory"
~subject:"Time series analysis"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
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3
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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