Econometric modelling of stock market intraday activity

Author(s)

• Bauwens, Luc
• Giot, Pierre-Roland

Bibliographic Information

Econometric modelling of stock market intraday activity

by Luc Bauwens, Pierre Giot

（Advanced studies in theoretical and applied econometrics, v. 38）

Kluwer Academic, c2001

Note

Bibliography: p. 161-172

Includes index

Details

• NCID: BA53294049
• ISBN:
  • 079237424X
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boston ; London
• Pages/Volumes: xv, 177 p.
• Size: 25 cm
• Classification:
  • NDC8 : 331.875
  • NDC8 : 338.1
  • LCC : HG4515.2.B384
  • DC21 : 332.63'222
• Subject Headings:
  • LCSH : Stocks -- Prices -- Econometric models
  • LCSH : Stock exchanges -- Econometric models
  • LCSH : Day trading (Securities) -- Econometric models
• Parent Bibliography ID:
  • BA00013265