Time transformations, intraday data, and volatility models
- 1 January 2000
- journal article
- Published by Infopro Digital Services Limited in Journal of Computational Finance
- Vol. 4 (2) , 31-62
- https://doi.org/10.21314/jcf.2001.071
Abstract
In this paper, the author focuses on trade and quote data for IBM stock traded on the New York Stock Exchange. Two different..., Original Research, Computational financeKeywords
All Related Versions
This publication has 0 references indexed in Scilit: