Author:
Bauwens Luc,Hautsch Nikolaus
Reference81 articles.
1. Testing Continuous-Time Models of the Spot Interest Rate;Y A�?ta�?t-Sahalia;Review of Financial Studies,1996
2. Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies;T G Andersen;Journal of Finance,1998
3. The Moments of Log-ACD Models
4. Asymmetric ACD Models: Introducing Price Information in ACD Models with a Two State Transition Model;L Bauwens;Econometric Modelling of Stock Market Intraday Activity,2000
5. A Comparison of Financial Duration Models Via Density Forecasts;L Bauwens;International Journal of Forecasting,2004
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献