User menu

Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models

Bibliographic reference Bauwens, Luc ; Giot, Pierre. Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models. In: Bulletin of EU and US inflation and macroeconomic analysis, Vol. 65, p. 49-56 (2000)
Permanent URL http://hdl.handle.net/2078.1/73983