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Glimm, James (2)
Rachev, Svetlozar (2)
Chai, Yikang (1)Chen, Xinyun (1)Jiang, Danling. (1)Kim, Aaron (1)Kim, Young Shin. (1)Xiao, Keli. (1)Yang, Jianzhao (1)Subject
Applied mathematics (2)
Financial durations (1)generalized hyperbolic distribution, heavy tails, long memory, optimal order execution (1)Long memory (1)Market microstructure (1)Markov-switching model (1)Multifractal model (1)Statistics (1)Ultra-high-frequency data (1)... View MoreDate Issued2014 (1)2017 (1)Has File(s)Yes (2)