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Structural models of the liquidity effect
Pagan, Adrian R.
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The review of economics and statistics
80
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1998
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pp. 202-217
Persistent link: https://www.econbiz.de/10001240841
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Estimating the density tail index for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
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1997
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pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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