Econometric modelling of stock market intraday activity

著者

• Bauwens, Luc
• Giot, Pierre-Roland

書誌事項

Econometric modelling of stock market intraday activity

by Luc Bauwens, Pierre Giot

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

Kluwer Academic, c2001

注記

Bibliography: p. 161-172

Includes index

詳細情報

• NII書誌ID(NCID): BA53294049
• ISBN:
  • 079237424X
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Boston ; London
• ページ数/冊数: xv, 177 p.
• 大きさ: 25 cm
• 分類:
  • NDC8 : 331.875
  • NDC8 : 338.1
  • LCC : HG4515.2.B384
  • DC21 : 332.63'222
• 件名:
  • LCSH : Stocks -- Prices -- Econometric models
  • LCSH : Stock exchanges -- Econometric models
  • LCSH : Day trading (Securities) -- Econometric models
• 親書誌ID:
  • BA00013265