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Econometric modelling of stock market intraday activity
Investments & Securities - General
Investment & securities
Medical / General
Economics - General
Mathematical Economics
Econometric models
Mathematics, general
Econometrics
Stock exchanges
Stocks
Business / Economics / Finance
Prices
BUSINESS & ECONOMICS
General
"The recent widespread availability of intraday tick-by-tick databases for stocks, options and currencies has had an important impact on research in applied financial econometrics and market microstructure. Econometric Modelling of Stock Market Intraday Activity focuses on the econometric modelling …
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