高頻度データの取引時間モデル [in Japanese] Duration models in high-frequency finance: a review [in Japanese]
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Author(s)
Journal
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- Keio business forum.
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Keio business forum. 25(1), 23-37, 2008-03
慶応義塾経営管理学会
Keio business forum. 25(1), 23-37, 2008-03
慶応義塾経営管理学会