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The Logarithmic ACD Model: An...
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ECONIS (ZBW)
245
RePEc
175
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1
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
2
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
Saved in:
3
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
-
2000
Persistent link: https://www.econbiz.de/10001555045
Saved in:
4
Econometric modelling of stock market intraday activity
Bauwens, Luc
;
Giot, Pierre
-
2001
Persistent link: https://www.econbiz.de/10001584609
Saved in:
5
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
6
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
7
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
8
A comparison of financial duration models via density forecasts
Bauwens, Luc
;
Giot, Pierre
;
Grammig, Joachim
;
Veredas, David
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 589-609
Persistent link: https://www.econbiz.de/10002434252
Saved in:
9
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1180-1125
Persistent link: https://www.econbiz.de/10003210043
Saved in:
10
News announcements, market activity and volatility in the Euro-Dollar foreign exchange market
Bauwens, Luc
;
Ben Omrane, Walid
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791297
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