Modeling and Forecasting Persistent Financial Durations¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, research_methods
Authors	Filip Zikes, Jozef Barunik, Nikhil Shenai
Published	2013-04-02
Source	arXiv Quantitative Finance History
Identifiers	arxiv:1208.3087
URL	Open original source

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