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8 July 2020

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Periodic autoregressive conditional duration.

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Forecasting transaction counts with integer-valued GARCH models.

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