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Chen Fei · Study

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Chen Fei

1 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0002-4026-9798

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A Markov-switching multifractal inter-trade duration model, with application to US equities2013 · 51 citations

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A Markov-switching multifractal inter-trade duration model, with application to US equities

Journal of Econometrics·2013·3 authors

51citations