Durations, volume and the prediction of financial returns in transaction time

Christian Hafner

No 1784, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2005-01-01
Note: In : Quantitative Finance, 5(2), 145-152, 2005.
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Journal Article: Durations, volume and the prediction of financial returns in transaction time (2005)
Working Paper: Durations, Volume and the Prediction of Financial Returns in Transaction Time (2000)
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