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Chen, Xinyun (2)
Rachev, Svetlozar (2)
Djuric, Petar. (1)Glimm, James (1)Jiang, Danling. (1)Kim, Aaron (1)Kim, Young Shin. (1)Xiao, Keli (1)Yang, Jianzhao (1)Zhang, Xiao (1)Subject
Applied mathematics (2)
Back testing, Dynamic volatility process, Regime Switching model (1)Financial durations (1)Long memory (1)Market microstructure (1)Markov-switching model (1)Multifractal model (1)Statistics (1)Ultra-high-frequency data (1)... View MoreDate Issued2015 (1)2017 (1)Has File(s)Yes (2)