Last updated on 10/04/2013
Rydberg, Trina H, and Neil Shephard. 2000. “A modelling framework for the prices and times made on the New York stock exchange.” Non-Statopnary and Non-Linear Signal Extraction, (edited by W.J. Fitzgerald, R.L. Smith, A.T. Walden and P.C. Young). Cambridge: Issac Newton Institute Series, Cambridge University Press.
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