Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
| Authors: | BAUWENS, Luc ; GIOT, Pierre |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
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| Type of publication: | Book / Working Paper |
| Notes: | In : Bulletin EU & US Inflation and Macroeconomic Analysis, Instituto Flores de Lemus de Estudios Avanzados en Economía, Universidad Carlos III de Madrid, 65, 49-56, 2000 Number 1442 |
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