On the Specification of Duration Between Price Changes and the Predictability of High Frequency Returns: An Application to the French CAC 40

F. Hamelink

Research output: Book/ReportReportProfessional

Original languageEnglish
Place of PublicationParis
PublisherGroupe HEC
Publication statusPublished - 1998

Publication series

NameWorking Paper
No.CR647/1998

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