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Network analysis regarding international trade network
We study the effect of globalization of world economy between 1980 and 2010 by using network analysis technics on trade and GDP data of 71 countries in the world.
Multiplicative Component GARCH Model of Intraday Volatility
This paper proposes a multiplicative component intraday volatility model.
Autoregressive conditional duration modelling of high frequency data
This paper explores the duration dynamics modelling under the Autoregressive Conditional Durations (ACD) framework (Engle and Russell 1998).
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