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A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series

A Bayesian Approach for Capturing Daily Heterogeneity in Intra-Daily Durations Time Series

Authors: Christian Brownlees.
Studies in Nonlinear Dynamics and Econometrics
Vol. 17 , No 1 ,21--46, January, 2013.

DOI: 10.1515/snde-2012-0043

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