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ADVANCEMENT OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS INVOLVING LIQUIDITY AND PRICE DYNAMICS
- Part of
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 3 / June 2017
- Published online by Cambridge University Press:
- 22 March 2017, pp. 523-524
- Print publication:
- June 2017
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- Article
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