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Econometric modelling of stock market intraday activity /

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Bibliographic Details
Main Author: Bauwens, Luc, 1952-
Other Authors: Giot, Pierre
Format: Book
Language:English
Published: Boston : Kluwer Academic Publishers, [2001]
Series:Advanced studies in theoretical and applied econometrics ; v. 38.
Subjects:
Stocks > Prices > Econometric models.
Stock exchanges > Econometric models.
Day trading (Securities) > Econometric models.
Description
Physical Description:xv, 177 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages 161-172) and index.
ISBN:079237424X (alk. paper)