The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
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- BAUWENS, Luc & GIOT, Pierre, 2000. "The logarithmic ACD model: an application to the bid-ask quote process of three NYSE stocks," LIDAM Reprints CORE 1497, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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