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Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange. (2006). Bauwens, Luc.
In: Monetary and Economic Studies.
RePEc:ime:imemes:v:24:y:2006:i:1:p:1-23.

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  1. An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves.
    In: Papers.
    RePEc:arx:papers:2206.09772.

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  2. Clustering of arrivals in queueing systems: autoregressive conditional duration approach. (2021). Hol, Vladimir ; Tomanova, Petra.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:29:y:2021:i:3:d:10.1007_s10100-021-00744-7.

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  3. Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2019). Blasques, Francisco ; Tomanova, Petra ; Holy, Vladimir.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20190004.

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  4. From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi.
    In: Working Papers.
    RePEc:tas:wpaper:10446.

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  5. AUTOREGRESSIVE CONDITIONAL DURATION MODELS IN FINANCE: A SURVEY OF THE THEORETICAL AND EMPIRICAL LITERATURE. (2008). Pacurar, Maria .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:4:p:711-751.

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