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The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000), pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
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The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE-Stocks
Bauwens, Luc; Giot, Pierre - In: Annales d'économie et de statistique (2000) 60, pp. 117-150
Persistent link: https://www.econbiz.de/10007919763