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

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	117-149
Number of pages	33
Journal	Annales d'Economie et de Statistique
Issue number	60
Publication status	Published - 2000

Cite this

@article{d0a6f86c705b4f348ebbdf6b4ab273b4,

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

author = "Pierre Giot and Luc BAUWENS",

year = "2000",

language = "English",

pages = "117--149",

journal = "Annales d'Economie et de Statistique",

publisher = "Institut national de la statistique et des etudes economiques",

number = "60",

}