The econometrics of sequential trade models. Theory and applications using high frequency data.

DOI10.1007/978-3-642-17115-4zbMath1140.91049OpenAlexW2491504083MaRDI QIDQ1429132

Stefan Kokot

Publication date: 30 March 2004

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17115-4

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Econometric analysis of financial trade processes by discrete mixture duration models

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