Luc C.A.A. Bauwens Books

Econometric Modelling of Stock Market Intraday Activities Advanced Studies in Theoretical and Applied Econometrics
Econometric Modelling of Stock Market Intraday Activities Advanced Studies in Theoretical and Applied Econometrics

By Pierre Giot, Luc C.A.A. Bauwens

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"The recent widespread availability of intraday tick-by-tick databases for stocks, options and currencies has had an important impact on research in applied financial econometrics and market micros...

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