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A Markov-Switching multi-fractal inter-trade duration model, with application to U.S. equities / Fei Chen, Francis X. Diebold and Frank Schorfheide

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TextSeries: NBER Working Paper ; 18078Publication details: Cambridge NBER 2012Description: 62pSubject(s):

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Item type	Current library	Status	Barcode
Working Papers (Electronic)	IGIDR	Available	E7894

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