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Modelling financial high frequency data using point processes

Bibliographic reference Bauwens, Luc ; Hautsch, Nicolas. Modelling financial high frequency data using point processes. In: T.G. Andersen, R.A. Davis, J.-P. Kreiss, T. Mikosch, Handbook of financial time series, Springer-Verlag  : Heidelberg 2009, p. 953-979
Permanent URL http://hdl.handle.net/2078.1/74109