Original language | English |
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Volume | 65 |
Publication status | Published - 2000 |
Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
Pierre Giot, Luc BAUWENS
Research output: Other contribution
Pierre Giot, Luc BAUWENS
Research output: Other contribution
Original language | English |
---|---|
Volume | 65 |
Publication status | Published - 2000 |