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~person:"Fernández-Val, Iván"
~person:"Liesenfeld, Roman"
~subject:"ARCH model"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
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