A Pure-Jump Transaction-Level Price Model Yielding Cointegration
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- Wen Cao & Clifford Hurvich & Philippe Soulier, 2012. "Drift in Transaction-Level Asset Price Models," Working Papers hal-00756372, HAL.
- repec:bla:jtsera:v:38:y:2017:i:5:p:769-790 is not listed on IDEAS
- Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe, 2014.
"Limit Laws In Transaction-Level Asset Price Models,"
Cambridge University Press, vol. 30(03), pages 536-579, June.
- Alexander Aue & Lajos Horváth & Clifford Hurvich & Philippe Soulier, 2014. "Limit Laws in Transaction-Level Asset Price Models," Post-Print hal-00583372, HAL.
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