A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
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More about this item
Keywordscopula function; mixed binary-continuous distribution; ACD models; market microstructure;
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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