Title of article
Intra-day market activity
Author/Authors
Christian Gourieroux، نويسنده , , Joanna Jasiak، نويسنده , , Gaëlle Le Fol، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
34
From page
193
To page
226
Keywords
High frequency data , Duration models , Activity and co-activitymeasures , Liquidity
Journal title
Journal of Financial Markets
Serial Year
1999
Journal title
Journal of Financial Markets
Record number
189370
Link To Document