On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach
Year of publication: |
2001
|
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Authors: | Veredas, David ; Rodriguez-Poo, Juan ; Espasa, Antoni |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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