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The logarithmic ACD model : an application to the bid-ask quote process of three NYSE stocks

Bibliographic reference Giot, Pierre ; BAUWENS, Luc. The logarithmic ACD model : an application to the bid-ask quote process of three NYSE stocks. In: Annales d'Economie et Statistique, vol. 60, no. Oct/Déc 2000, p. 117-149 (2001)
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