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On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach
VEREDAS, David, (2002)
Testing weak exogeneity in the exponential family : an application to financial point processes
DOLADO, Juan J., (2004)
ON THE (INTRADAILY) SEASONALITY AND DYNAMICS OF A FINANCIAL POINT PROCESS: A SEMIPARAMETRIC APPROACH.
Veredas, David, (2001)