ECONOMETRIC MODELLING OF STOCK MARKET INTRADAY ACTIVITY

by

Luc Bauwens (Université catholique de Louvain)
Pierre Giot (Université catholique de Louvain and University of Maastricht)

August 2001, 177 pages.

published by Kluwer Academic Publishers, in the series Advanced Studies in Theoretical and Applied Econometrics

Link to Kluwer web site for description, table of contents, and ordering the book!


Last updated: Auust 29, 2003