A modeling approach to financial time series based on market microstructure model with jumps
| Autor: | Peng, Hui, Kitagawa, Genshiro, Tamura, Yoshiyasu, Xi, Yanhui, Qin, Yemei, Chen, Xiaohong |
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| Zdroj: | In Applied Soft Computing Journal April 2015 29:40-51 |
| Databáze: | ScienceDirect |
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