Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
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DOI：
10.1016/j.jedc.2008.01.009
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发表时间：
2008-08
影响因子：
1.9
通讯作者：
N. Hautsch
中科院分区：
文献类型：
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作者：
N. Hautsch
