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