Econometric Modelling of Stock Market Intraday Activity

P. Giot, L. Bauwens

Research output: Book/ReportBookAcademic

Original languageEnglish
Place of PublicationDordrecht/Boston/London
PublisherKluwer Academic Publishers
Publication statusPublished - 1 Jan 2001

Cite this

Giot, P., & Bauwens, L. (2001). Econometric Modelling of Stock Market Intraday Activity. Kluwer Academic Publishers.