Econometric modelling of stock market intraday activity.

Publication date: 17 November 2005

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

Mathematics Subject Classification ID

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

91B26: Auctions, bargaining, bidding and selling, and other market models

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