Econometric modelling of stock market intraday activity
By: by Luc Bauwens and Pierre Giot
Contributors: Giot, Pierre
Series: Advanced studies in theoretical and applied econometrics -- v. 38
Publisher: Kluwer Academic Publishers
Published: 2001
Place of publication: Boston
Language: eng
Number of pages: 177
Subjects: Stocks -- Prices -- Econometric models; Stock exchanges -- Econometric models; Day trading (Securities) -- Econometric models
Notes: Includes bibliographical references (p. 161-172) and index