Autoregressive Discrete Processes and Quote Dynamics
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-21925-2_13
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3. Bollerslev T, Melvin M (1994) Bid-ask spreads and volatility in the foreign exchange market. J Int Econ 36:355–372
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5. Cameron AC, Trivedi PK (1998) Regression analysis of count data. Cambridge University Press, Cambridge
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