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type_genre:"Aufsatz im Buch"
~person:"Amaral, L. A. N."
~person:"Hillier, Grant H."
~person:"Lillo, Fabrizio"
~subject:"Returns distribution"
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How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
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