Modeling the interdependence of volatility and inter-transaction duration processes
| Authors: | GRAMMIG, Joachim ; WELLNER, Marc |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Econometrics, 106, 369-400, 2002 Number 1534 |
| Other identifiers: | 10.1016/S0304-4076(01)00105-1 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010694584