Econometric modelling of stock market intraday activity.

zbMath1075.91538MaRDI QIDQ2574142

Pierre Giot, Luc Bauwens

Publication date: 17 November 2005

Published in: Advanced Studies in Theoretical and Applied Econometrics (Search for Journal in Brave)

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Auctions, bargaining, bidding and selling, and other market models (91B26)

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