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Mixed-Stable Models: An Application to High-Frequency Financial Data

Igoris Belovas1, Leonidas Sakalauskas2, Vadimas Starikovičius3

  • 1Institute of Data Science and Digital Technologies, Faculty of Mathematics and Informatics, Vilnius University, LT-04812 Vilnius, Lithuania.

Entropy (Basel, Switzerland)
|July 2, 2021
PubMed

Keywords:
high-frequency datamixed-stable modelsstock index returns

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