Saint Petersburg Branch St. Petersburg, Russia
National Research University Higher School of Economics
Souza Pechatnikov str., 16, Saint-Petersburg, 190008
RePEc:edi:sphseru (more details at EDIRC)
Research outputJump to: Articles
- Pyrlik, Vladimir, 2013. "Autoregressive conditional duration as a model for financial market crashes prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 6041-6051.
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