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The impact of macroeconomic news on quote adjustments, noise and informational volatility
Veredas, David; Hautsch, Nikolaus; Hess, Dieter - Solvay Brussels School of Economics and Management, … - 2011
Persistent link: https://www.econbiz.de/10011011703
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The stochastic conditional duration model: a latent factor model for the analysis of financial durations
Veredas, David; Bauwens, Luc - Solvay Brussels School of Economics and Management, … - 2004
Persistent link: https://www.econbiz.de/10011011416
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Art experts and auctions :are pre-sale estimates unbiased and fully informative
Ginsburgh, Victor A.; Bauwens, Luc - Solvay Brussels School of Economics and Management, … - 2000
Persistent link: https://www.econbiz.de/10011011491
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High frequency financial econometrics. Recent developments
Veredas, David; Pohlmeier, Winfried; Bauwens, Luc - Solvay Brussels School of Economics and Management, … - 2007
Persistent link: https://www.econbiz.de/10010600868
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High frequency finance
Veredas, David; Bauwens, Luc; Pohlmeier, Winfried - Solvay Brussels School of Economics and Management, … - 2005
Persistent link: https://www.econbiz.de/10010600871
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A comparison of financial duration models via density forecast
Veredas, David; Bauwens, Luc; Giot, Pierre; Grammig, Joachim - Solvay Brussels School of Economics and Management, … - 2004
Persistent link: https://www.econbiz.de/10010600873