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Modelling financial transaction price movements : A dynamic integer count data model

Modelling financial transaction price movements : A dynamic integer count data model

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LIESENFELD, Roman, Ingmar NOLTE, Winfried POHLMEIER, 2005. Modelling financial transaction price movements : A dynamic integer count data model. In: Empirical economics. 30(4), pp. 795-825. ISSN 0377-7332. Available under: doi: 10.1007/s00181-005-0001-1

@article{Liesenfeld2005Model-19848, title={Modelling financial transaction price movements : A dynamic integer count data model}, year={2005}, doi={10.1007/s00181-005-0001-1}, number={4}, volume={30}, issn={0377-7332}, journal={Empirical economics}, pages={795--825}, author={Liesenfeld, Roman and Nolte, Ingmar and Pohlmeier, Winfried} }

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