The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks
| 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 : Annales d'Economie et de Statistique, 60, 117-149, 2000 Number -1497 |
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