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Rachev, Svetlozar (2)
Chen, Xinyun (1)Djuric, Petar M. (1)Douady, Raphael (1)Frey, Robert J. (1)Glimm, James (1)Jiang, Danling. (1)Kim, Young Shin. (1)Mu, Yu (1)Yang, Jianzhao (1)Subject
Applied mathematics (2)
Statistics (2)
Bayesian Filtering Estimation (1)Dynamic Factor Model (1)Electrical engineering (1)Financial durations (1)Long memory (1)Market microstructure (1)Markov-switching model (1)Multifractal model (1)... View MoreDate Issued2017 (2)Has File(s)Yes (2)