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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Kokoszka, Piotr"
~person:"Koopman, Siem Jan"
~subject:"functional factor model"
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Functional dynamic factor model for intraday price curves
Kokoszka, Piotr
;
Miao, Hong
;
Zhang, Xi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10011339294
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