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~isPartOf:"Economic modelling"
~person:"Li, Zhicheng"
~subject:"Bid-ask spread"
~subject:"Volatilität"
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A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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