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The moments of Log-ACD models
BAUWENS, Luc; GALLi, Fausto; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675073
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Gibbs sampling approach to cointegration
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694349
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The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694436
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Asymmetric ACD models: Introducing price information in ACD models
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694553
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Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694722
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News announcements, market activity and volatility in the euro/dollar foreign exchange market
BAUWENS, Luc; BEN OMRANE, Walid; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694896
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Asymmetric ACD models: Introducing price information in ACD models
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703824
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Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704052
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Gibbs sampling approach to cointegration
BAUWENS, Luc; GIOT, Pierre - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704175
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The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc; Giot, Pierre - 1997
Persistent link: https://www.econbiz.de/10000980123