Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s43546-022-00359-3.pdf
Reference172 articles.
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5. Aldrich EM, Heckenbach WE, Laughlin G (2016) A comound duration model for high-frequency asset returns. J Empirical Finance 39:105–128
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