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Dissertation
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
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Year: 2009 Publisher: [Louvain-la-Neuve, Belgique : Presses universitaires de Louvain,


Dissertation
Essays in the econometrics of dynamic duration models with application to tick by tick financial data.
Authors: ---
Year: 2009 Publisher: Louvain-la-Neuve UCL. Faculté des sciences économiques, sociales et politiques.

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Book
The moments of Log-ACD models
Authors: --- --- ---
Year: 2003 Publisher: Louvain-la-Neuve Université catholique de Louvain. Center for Operations Research & Econometrics

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