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~person:"Chen, Fei"
~subject:"Finanzmarkt"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Working Paper"
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A Markov-switching multi-fractal inter-trade duration model, with application to U.S. equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
-
2012
Persistent link: https://www.econbiz.de/10009625203
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2
A Markov-switching multi-fractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
-
2012
Persistent link: https://www.econbiz.de/10009571706
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3
A Markov-switching multi-fractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
-
2012
Persistent link: https://www.econbiz.de/10009548780
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