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  • Search: subject:"Financial duration models"
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Subject
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Financial duration models 1 Migration models 1 Point processes 1 Tick data 1
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Free 1
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Book / Working Paper 1
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English 1
Author
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Monteiro, Andre A. 1
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Departamento de Estadistica, Universidad Carlos III de Madrid 1
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Statistics and Econometrics Working Papers 1
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RePEc 1
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The econometrics of randomly spaced financial data: a survey
Monteiro, Andre A. - Departamento de Estadistica, Universidad Carlos III de … - 2009
This paper provides an introduction to the problem of modeling randomly spaced longitudinal data. Although Point Process theory was developed mostly in the sixties and early seventies, only in the nineties did this field of Probability theory attract the attention of researchers working in...
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