Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange
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- BAUWENS, Luc, 2006. "Econometric analysis of intra-daily trading activity on the Tokyo Stock Exchange," CORE Discussion Papers RP 1862, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010. "From Trade-to-Trade in US Treasuries," Working Papers 10446, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.
- Maria Pacurar, 2008. "Autoregressive Conditional Duration Models In Finance: A Survey Of The Theoretical And Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 22(4), pages 711-751, September.
More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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