The logarithmic ACD model : an application to the bid-ask quote process of three NYSE stocks

Pierre Giot, Luc BAUWENS

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)117-149
    Number of pages33
    JournalAnnales d'Economie et Statistique
    Volume60
    Issue numberOct/Déc 2000
    Publication statusPublished - 2000

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