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On the specification of duration between price changes and the predictability of high frequency returns : an application to the French CAC 40
Hamelink, Foort
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 139-163
Persistent link: https://www.econbiz.de/10001476799
Saved in:
2
On the specification of duration between price changes and the predictability of high frequency returns : an application to the French CAC 40
Hamelink, Foort
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 139-163
Persistent link: https://www.econbiz.de/10009918828
Saved in:
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