The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks

Luc Bauwens and Pierre Giot

No 1497, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2000-01-01
Note: In : Annales d'Economie et de Statistique, 60, 117-149, 2000
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Journal Article: The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks (2000)
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