Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process

Fuente: arXiv

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Bibliographic Details
Main Author:	Lee, Kyungsub
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Trading and Market Microstructure Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.00346