On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-06-25 (All new papers)
- NEP-ECM-2012-06-25 (Econometrics)
- NEP-ETS-2012-06-25 (Econometric Time Series)
- NEP-MST-2012-06-25 (Market Microstructure)
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