providing citation data for Economics since 2001
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Our data says that the document:
Petra, Tomanov ; Vladim'Ir, Hol. (2021) Modeling Price Clustering in High-Frequency Prices.
In: Papers. RePEc:arx:papers:2102.12112.
Full description at Econpapers
cites:
Buccheri, G., Bormetti, G., Corsi, F., Lillo, F. 2020. A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics.
but, as far as we know, such cited document is not available on RePEc.
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