Mixture processes for financial intradaily durations

Studies in Nonlinear Dynamics and Econometrics

Volumn 8, Issue 2, 2004, Pages

  De Luca, Giovanni ^a   Gallo, Giampiero M ^b  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

^b UNIVERSITY OF FLORENCE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14844354333     PISSN: 15583708     EISSN: 10811826     Source Type: Journal    
DOI: 10.2202/1558-3708.1223     Document Type: Conference Paper

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