Again, consider the high-frequency data of GE stock and ignore transactions outside normal trading hours. Compute the

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Again, consider the high-frequency data of GE stock and ignore transactions outside normal trading hours. Compute the percentage of consecutive transactions without price change in the sample.

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Analysis Of Financial Time Series

ISBN: 9780471690740

2nd Edition

Authors: Ruey S. Tsay

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Question Posted: Jun 10, 2024 02:03 AM

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Again, consider the high-frequency data of GE stock and ignore transactions outside normal trading hours. Compute the

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Analysis Of Financial Time Series

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