The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
| Year of publication: |
2013
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|---|---|
| Authors: | Allen, David ; Ng, K.H. ; Peiris, Shelton |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 120.2013, 1, p. 117-122
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