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subject:"United States"
~person:"Engle, Robert F."
~type_genre:"Article in journal"
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Engle, Robert F.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.
;
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
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