Modelling financial high frequency data using point processes
| Authors: | BAUWENS, Luc ; HAUTSCH, Nikolaus |
|---|---|
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | In : T.G. Andersen, R.A. Davis, J.-P. Kreiss, and T. Mikosch (eds.), Handbook of Financial Time Series. Springer-Verlag Heidelberg, 953-979, 2009 Number -2123 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010926246