Information Spillover Effect and Autoregressive Conditional Duration Models

Book 5 of 21: Routledge Advances in Risk Management

Liu, Xiangli; Liu, Yanhui; Hong, Yongmiao; Wang, Shouyang

ISBN 10: 1138316873 ISBN 13: 9781138316874
Published by Routledge, 2018
Language: English
Condition: New Soft cover

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