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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
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Chen Zhou
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2013
Persistent link: https://www.econbiz.de/10010194513
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An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
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2015
Persistent link: https://www.econbiz.de/10010484911
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