Modelling the impact of open volume on inter-trade autoregressive durations.

Authors
Zuccolotto, Paola
Citation
Paola Zuccolotto, Modelling the impact of open volume on inter-trade autoregressive durations., Metron, 60(3/4), 2002, pp. 51-65
Journal title
Metron
ISSN journal
00261424 → ACNP
Volume
60
Issue
3/4
Year of publication
2002
Pages
51 - 65
Database
ESSPER
SICI code
0026-1424(2002)60:3/4<51:MTIOOV>2.0.ZU;2-S