The econometrics of ultra high frequency data:
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Bibliographic Details
Main Author: Engle, Robert F. 1942- (Author)
Format: Book
Language:English
Published: Cambridge, Mass. 1996
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5816
Subjects:
Online Access:Volltext
Physical Description:18 S. graph. Darst.

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