On the (Intradaily) Seasonality and Dynamics of a Financial Point Process: A Semiparametric Approach

David Veredas, Juan Rodriguez-Poo and Antoni Espasa
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Juan Rodriguez-Poo: Crest

No 2001-19, Working Papers from Center for Research in Economics and Statistics

Date: 2001
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Related works:
Working Paper: On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach (2002)
Working Paper: On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach (2001)
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