Mesure de temps, information et distribution des rendements intra-journaliers

Bertrand Maillet () and Thierry Michel
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Bertrand Maillet: TEAM - Théories et Applications en Microéconomie et Macroéconomie - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Date: 1997
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Published in Journal de la Société de Statistique de Paris, 1997, 138 (4), pp.89-120

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00308989

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