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Long Memory Models for Financial Time Series of Counts and Evidence of Systematic Market Participant Trading Behaviour Patterns in Futures on US Treasuries (2017)

First Author: Yan H

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2962341

Publication URI: http://dx.doi.org/10.2139/ssrn.2962341

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal