Forecasting using high-frequency data: a comparison of asymmetric financial duration models
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhang, Qi ; Cai, Charlie X. ; Keasey, Kevin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 5, p. 371-386
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