Modelling financial high frequency data using point processes
| Authors: | BAUWENS, Luc ; HAUTSCH, Nikolaus |
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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 : 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 |
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