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

Bibliographic reference Bauwens, Luc ; Giot, Pierre. The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks. In: Annales d'économie et de statistique, Vol. 60, p. 117-149 (2000)
Permanent URL http://hdl.handle.net/2078.1/73985