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Semiparametric estimation for financial durations.pdf
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Order aggressiveness and order book dynamics.pdf
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Modelling financial transaction price movements a dynamic integer count data model.pdf
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Macroeconomic surprises and short-term behaviour in bond futures.pdf
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Liquidity supply and adverse selection in a pure limit order book market.pdf
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Intraday stock prices, volume, and duration a nonparametric conditional density .pdf
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How large is liquidity risk in an automated auction market.pdf
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Exchange rate volatility and the mixture of distribution hypothesis.pdf
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Editor\'s introduction recent developments in high frequency financial ec.pdf
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Dynamic modelling of large-dimensional covariance matrices.pdf
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Asymmetries in bid and ask responses to innovations in the trading process.pdf
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A multivariate integer count hurdle model theory and application to exchange rat.pdf
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front-matter.pdf
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Luc Bauwens ， Wi nfried Pohlmeier， David Veredas (Eds.)
High Frequency Financial Econometrics Recent Developments
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