%0 Journal Article %1 noauthororeditor %A Chan, Fei %A Diebold, Francis X. %A Schorfheide, Frank %D 2012 %K high_frequency_trade liquidity long_memory market_microstructure point_process sealing_law self_similarity time_deformation change model regime %T A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equitites

@article{noauthororeditor, added-at = {2013-03-07T19:20:31.000+0100}, author = {Chan, Fei and Diebold, Francis X. and Schorfheide, Frank}, biburl = {https://www.bibsonomy.org/bibtex/2f95d624b0b855d6e3b15a0e2db53b8ed/jp}, description = {A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities}, interhash = {bc1229d04f9f2d5cb04d85b79f61cb7a}, intrahash = {f95d624b0b855d6e3b15a0e2db53b8ed}, keywords = {high_frequency_trade liquidity long_memory market_microstructure point_process sealing_law self_similarity time_deformation change model regime}, timestamp = {2013-03-09T22:02:54.000+0100}, title = {A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equitites}, year = 2012 }