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Institution: Stern School of Business, New York University

Number of items: 1.

Hurvich, Clifford and Wang, Yi (2009): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects. Forthcoming in: Journal of Business and Economic Statistics

This list was generated on Sat May 26 00:52:45 2012 CEST.
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