Modeling the interdependence of volatility and inter-transaction duration processes

Joachim Grammig and Marc Wellner

No 1534, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2002-01-01
Note: In : Journal of Econometrics, 106, 369-400, 2002
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