Limit Laws in Transaction-Level Asset Price Models

This version accepted by Econometric Theory

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Additional Info

Field Value
Source ISSN: 0266-4666
Author Aue, Alexander, Horváth, Lajos, Hurvich, Clifford, M., Soulier, Philippe
Maintainer CCSD
Last Updated May 11, 2026, 15:01 (UTC)
Created May 11, 2026, 15:01 (UTC)
Identifier hal-00583372
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Department of Statistics ; University of California [Davis] (UC Davis) ; University of California (UC)-University of California (UC)
creator Aue, Alexander
date 2014-05-11T00:00:00
harvest_object_id 40b5bf82-ac50-4ce2-837d-4f083ff398e6
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2024-11-19T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1104.0841
set_spec type:ART