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What pieces of limit order book information are informative?
Pascual, Roberto; Veredas, David - 2004
Persistent link: https://www.econbiz.de/10002344169
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Using intra annual information to forecast the annual state deficits : the case of France
Moulin, Laurent; Salto, Matteo; Silvestrini, Andrea; … - 2004
Persistent link: https://www.econbiz.de/10002347130
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Testing weak exogeneity in the exponential family : an application to financial point processes
Dolado, Juan J.; Rodríguez Poo, Juan Manuel; Veredas, David - 2004
Persistent link: https://www.econbiz.de/10002347565
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Macro surprises and short-term behaviour in bond futures
Durenard, Eugene; Veredas, David - 2002
Persistent link: https://www.econbiz.de/10001696218
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The stochastic conditional duration model : a latent factor model for the analysis of financial durations
Bauwens, Luc; Veredas, David - 1999
Persistent link: https://www.econbiz.de/10001430783
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A comparison of financial duration models via density forecasts
Bauwens, Luc; Giot, Pierre; Grammig, Joachim; Veredas, David - 2000
Persistent link: https://www.econbiz.de/10001555045
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Institutional rigidities and employment rigidity in the Italian large industrial firms
Russo, Giuseppe; Veredas, David - 2000
Persistent link: https://www.econbiz.de/10001529845
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On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
Veredas, David; Rodríguez Poo, Juan Manuel; Espasa … - 2002
Persistent link: https://www.econbiz.de/10001672399