Modeling the interdependence of volatility and inter-transaction duration processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Grammig, Joachim ; Wellner, Marc |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 106.2002, 2, p. 369-400
|
| Publisher: |
Elsevier |